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Soc. Generale Call 170 CVX 16.01..../  DE000SU5EML6  /

Frankfurt Zert./SG
13/11/2024  21:38:19 Chg.+0.110 Bid08:17:58 Ask08:17:58 Underlying Strike price Expiration date Option type
0.960EUR +12.94% 0.970
Bid Size: 4,000		 1.010
Ask Size: 4,000		 Chevron Corporation 170.00 USD 16/01/2026 Call
 

Master data

WKN: SU5EML
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 16/01/2026
Issue date: 07/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.41
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -1.39
Time value: 0.84
Break-even: 168.53
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.43
Theta: -0.02
Omega: 7.54
Rho: 0.65
 

Quote data

Open: 0.830
High: 0.970
Low: 0.820
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+20.00%
3 Months  
+43.28%
YTD
  -29.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.850
1M High / 1M Low: 1.000 0.670
6M High / 6M Low: 1.660 0.470
High (YTD): 29/04/2024 1.940
Low (YTD): 11/09/2024 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.60%
Volatility 6M:   120.33%
Volatility 1Y:   -
Volatility 3Y:   -