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Soc. Generale Call 140 CVX 16.01..../  DE000SU5EQH5  /

Frankfurt Zert./SG
10/18/2024  9:24:16 PM Chg.-0.020 Bid9:47:39 PM Ask9:47:39 PM Underlying Strike price Expiration date Option type
1.950EUR -1.02% 1.960
Bid Size: 100,000		 1.970
Ask Size: 100,000		 Chevron Corporation 140.00 USD 1/16/2026 Call
 

Master data

WKN: SU5EQH
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 1/16/2026
Issue date: 12/7/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.03
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 1.03
Time value: 0.98
Break-even: 149.38
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.50%
Delta: 0.75
Theta: -0.02
Omega: 5.21
Rho: 1.06
 

Quote data

Open: 1.990
High: 1.990
Low: 1.890
Previous Close: 1.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+22.64%
3 Months
  -32.99%
YTD
  -22.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.040 1.820
1M High / 1M Low: 2.070 1.420
6M High / 6M Low: 3.480 1.310
High (YTD): 4/29/2024 3.480
Low (YTD): 9/10/2024 1.310
52W High: - -
52W Low: - -
Avg. price 1W:   1.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.829
Avg. volume 1M:   0.000
Avg. price 6M:   2.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.42%
Volatility 6M:   85.29%
Volatility 1Y:   -
Volatility 3Y:   -