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Soc. Generale Call 130 CVX 17.01..../  DE000SV194D9  /

Frankfurt Zert./SG
8/1/2024  10:00:55 AM Chg.-0.100 Bid10:15:06 AM Ask- Underlying Strike price Expiration date Option type
2.930EUR -3.30% 2.950
Bid Size: 2,000		 -
Ask Size: -		 Chevron Corporation 130.00 USD 1/17/2025 Call
 

Master data

WKN: SV194D
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/17/2025
Issue date: 3/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.91
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 2.82
Implied volatility: 0.15
Historic volatility: 0.18
Parity: 2.82
Time value: 0.20
Break-even: 150.31
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 4.86
Rho: 0.54
 

Quote data

Open: 2.950
High: 2.970
Low: 2.930
Previous Close: 3.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.55%
1 Month  
+4.64%
3 Months
  -12.28%
YTD  
+15.81%
1 Year
  -20.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.030 2.660
1M High / 1M Low: 3.160 2.450
6M High / 6M Low: 3.650 2.260
High (YTD): 4/29/2024 3.650
Low (YTD): 1/23/2024 1.940
52W High: 9/27/2023 4.600
52W Low: 1/23/2024 1.940
Avg. price 1W:   2.834
Avg. volume 1W:   0.000
Avg. price 1M:   2.733
Avg. volume 1M:   0.000
Avg. price 6M:   2.877
Avg. volume 6M:   0.000
Avg. price 1Y:   3.004
Avg. volume 1Y:   3.125
Volatility 1M:   99.04%
Volatility 6M:   78.51%
Volatility 1Y:   78.54%
Volatility 3Y:   -