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Soc. Generale Call 160 CVX 20.12..../  DE000SV455D4  /

EUWAX
11/15/2024  8:29:39 AM Chg.+0.060 Bid5:01:17 PM Ask5:01:17 PM Underlying Strike price Expiration date Option type
0.340EUR +21.43% 0.410
Bid Size: 125,000		 0.420
Ask Size: 125,000		 Chevron Corporation 160.00 USD 12/20/2024 Call
 

Master data

WKN: SV455D
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.59
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.17
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.17
Time value: 0.25
Break-even: 156.15
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.62
Theta: -0.05
Omega: 22.77
Rho: 0.09
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.90%
1 Month  
+100.00%
3 Months  
+47.83%
YTD
  -64.95%
1 Year
  -62.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.160
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 1.200 0.110
High (YTD): 4/29/2024 1.470
Low (YTD): 9/12/2024 0.110
52W High: 4/29/2024 1.470
52W Low: 9/12/2024 0.110
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   15.152
Avg. price 1Y:   0.721
Avg. volume 1Y:   7.813
Volatility 1M:   440.14%
Volatility 6M:   285.20%
Volatility 1Y:   218.12%
Volatility 3Y:   -