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Soc. Generale Call 130 CVX 20.12..../  DE000SU2S8W9  /

Frankfurt Zert./SG
9/18/2024  2:20:39 PM Chg.-0.030 Bid9/18/2024 Ask9/18/2024 Underlying Strike price Expiration date Option type
1.450EUR -2.03% 1.450
Bid Size: 2,100		 1.490
Ask Size: 2,100		 Chevron Corporation 130.00 USD 12/20/2024 Call
 

Master data

WKN: SU2S8W
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.21
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 1.21
Time value: 0.29
Break-even: 131.88
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.81
Theta: -0.03
Omega: 6.95
Rho: 0.23
 

Quote data

Open: 1.460
High: 1.460
Low: 1.410
Previous Close: 1.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.85%
1 Month
  -15.70%
3 Months
  -40.82%
YTD
  -41.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.190
1M High / 1M Low: 1.940 1.140
6M High / 6M Low: 3.650 1.140
High (YTD): 4/26/2024 3.650
Low (YTD): 9/10/2024 1.140
52W High: - -
52W Low: - -
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.566
Avg. volume 1M:   0.000
Avg. price 6M:   2.575
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.13%
Volatility 6M:   96.74%
Volatility 1Y:   -
Volatility 3Y:   -