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Soc. Generale Call 160 CVX 16.01..../  DE000SU26UL5  /

Frankfurt Zert./SG
10/07/2024  17:52:50 Chg.+0.020 Bid18:38:44 Ask18:38:44 Underlying Strike price Expiration date Option type
1.450EUR +1.40% 1.430
Bid Size: 100,000		 1.450
Ask Size: 100,000		 Chevron Corporation 160.00 USD 16/01/2026 Call
 

Master data

WKN: SU26UL
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 16/01/2026
Issue date: 05/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.96
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.65
Time value: 1.42
Break-even: 162.15
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.43%
Delta: 0.56
Theta: -0.02
Omega: 5.63
Rho: 1.00
 

Quote data

Open: 1.360
High: 1.450
Low: 1.360
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.49%
1 Month
  -16.19%
3 Months
  -33.49%
YTD
  -14.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.430
1M High / 1M Low: 1.780 1.430
6M High / 6M Low: 2.410 1.260
High (YTD): 26/04/2024 2.410
Low (YTD): 23/01/2024 1.260
52W High: - -
52W Low: - -
Avg. price 1W:   1.522
Avg. volume 1W:   0.000
Avg. price 1M:   1.586
Avg. volume 1M:   0.000
Avg. price 6M:   1.760
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.92%
Volatility 6M:   80.72%
Volatility 1Y:   -
Volatility 3Y:   -