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Soc. Generale Call 150 CVX 17.01..../  DE000SQ86UK9  /

EUWAX
05/08/2024  08:34:28 Chg.- Bid08:05:20 Ask08:05:20 Underlying Strike price Expiration date Option type
0.820EUR - 0.780
Bid Size: 4,000		 0.810
Ask Size: 4,000		 Chevron Corporation 150.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86UK
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.13
Time value: 0.87
Break-even: 146.18
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.55
Theta: -0.03
Omega: 8.57
Rho: 0.30
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 1.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.87%
1 Month
  -42.25%
3 Months
  -52.87%
YTD
  -43.06%
1 Year
  -66.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 0.820
1M High / 1M Low: 1.640 0.820
6M High / 6M Low: 2.140 0.820
High (YTD): 30/04/2024 2.140
Low (YTD): 05/08/2024 0.820
52W High: 27/09/2023 3.280
52W Low: 05/08/2024 0.820
Avg. price 1W:   1.230
Avg. volume 1W:   0.000
Avg. price 1M:   1.271
Avg. volume 1M:   0.000
Avg. price 6M:   1.515
Avg. volume 6M:   0.000
Avg. price 1Y:   1.747
Avg. volume 1Y:   0.000
Volatility 1M:   213.07%
Volatility 6M:   132.38%
Volatility 1Y:   118.17%
Volatility 3Y:   -