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Soc. Generale Call 160 CHV 19.09..../  DE000SV7HX75  /

EUWAX
8/1/2024  9:36:29 AM Chg.-0.04 Bid8:50:33 PM Ask8:50:33 PM Underlying Strike price Expiration date Option type
1.49EUR -2.61% 1.12
Bid Size: 125,000		 1.14
Ask Size: 125,000		 CHEVRON CORP. D... 160.00 - 9/19/2025 Call
 

Master data

WKN: SV7HX7
Issuer: Société Générale
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 9/19/2025
Issue date: 6/15/2023
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.17
Time value: 1.53
Break-even: 175.30
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.51
Theta: -0.03
Omega: 4.96
Rho: 0.69
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.21%
1 Month  
+4.20%
3 Months
  -29.72%
YTD  
+0.68%
1 Year
  -39.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.19
1M High / 1M Low: 1.61 1.18
6M High / 6M Low: 2.12 1.18
High (YTD): 4/30/2024 2.12
Low (YTD): 1/23/2024 1.08
52W High: 9/27/2023 3.18
52W Low: 1/23/2024 1.08
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   137.88%
Volatility 6M:   102.39%
Volatility 1Y:   95.58%
Volatility 3Y:   -