Soc. Generale Call 205 CVX 18.09.2026
/ DE000SW9CVZ1
Soc. Generale Call 205 CVX 18.09..../ DE000SW9CVZ1 /
| 28/05/2024 08:58:20 |
Chg.+0.010 |
Bid28/05/2024 |
Ask28/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+1.15% |
0.880
Bid Size: 5,000 |
0.910
Ask Size: 5,000 |
Chevron Corporation |
205.00 USD |
18/09/2026 |
Call |
Master data
| WKN: |
SW9CVZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
18/09/2026 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/09/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-4.36 |
| Time value: |
0.90 |
| Break-even: |
198.00 |
| Moneyness: |
0.77 |
| Premium: |
0.36 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.59 |
| Rho: |
0.95 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.37% |
| 1 Month |
|
|
-32.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.300 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
