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Soc. Generale Call 150 CVX 19.12..../  DE000SV7HYE4  /

Frankfurt Zert./SG
31/07/2024  18:07:09 Chg.+0.060 Bid31/07/2024 Ask31/07/2024 Underlying Strike price Expiration date Option type
2.180EUR +2.83% 2.180
Bid Size: 100,000		 2.200
Ask Size: 100,000		 Chevron Corporation 150.00 USD 19/12/2025 Call
 

Master data

WKN: SV7HYE
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 19/12/2025
Issue date: 15/06/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 0.88
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.88
Time value: 1.25
Break-even: 159.99
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.95%
Delta: 0.74
Theta: -0.02
Omega: 5.09
Rho: 1.21
 

Quote data

Open: 2.150
High: 2.230
Low: 2.150
Previous Close: 2.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.78%
1 Month  
+6.34%
3 Months
  -16.79%
YTD  
+8.46%
1 Year
  -31.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.120 1.820
1M High / 1M Low: 2.270 1.770
6M High / 6M Low: 2.890 1.760
High (YTD): 26/04/2024 2.890
Low (YTD): 23/01/2024 1.550
52W High: 27/09/2023 3.890
52W Low: 23/01/2024 1.550
Avg. price 1W:   1.976
Avg. volume 1W:   0.000
Avg. price 1M:   1.981
Avg. volume 1M:   0.000
Avg. price 6M:   2.184
Avg. volume 6M:   0.000
Avg. price 1Y:   2.389
Avg. volume 1Y:   0.000
Volatility 1M:   99.31%
Volatility 6M:   78.37%
Volatility 1Y:   77.53%
Volatility 3Y:   -