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Soc. Generale Call 140 CVX 20.09..../  DE000SV1BZC1  /

Frankfurt Zert./SG
7/9/2024  1:09:39 PM Chg.-0.090 Bid1:41:01 PM Ask1:41:01 PM Underlying Strike price Expiration date Option type
1.420EUR -5.96% 1.460
Bid Size: 2,100		 1.510
Ask Size: 2,100		 Chevron Corporation 140.00 USD 9/20/2024 Call
 

Master data

WKN: SV1BZC
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/20/2024
Issue date: 2/21/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.37
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.32
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 1.32
Time value: 0.20
Break-even: 144.46
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.86
Theta: -0.03
Omega: 8.09
Rho: 0.22
 

Quote data

Open: 1.490
High: 1.490
Low: 1.420
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.47%
1 Month
  -20.22%
3 Months
  -37.44%
YTD
  -16.96%
1 Year
  -42.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.490
1M High / 1M Low: 1.990 1.470
6M High / 6M Low: 2.640 1.170
High (YTD): 4/29/2024 2.640
Low (YTD): 1/23/2024 1.170
52W High: 9/27/2023 3.680
52W Low: 1/23/2024 1.170
Avg. price 1W:   1.642
Avg. volume 1W:   0.000
Avg. price 1M:   1.677
Avg. volume 1M:   0.000
Avg. price 6M:   1.855
Avg. volume 6M:   0.000
Avg. price 1Y:   2.154
Avg. volume 1Y:   0.000
Volatility 1M:   122.05%
Volatility 6M:   107.85%
Volatility 1Y:   104.03%
Volatility 3Y:   -