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Soc. Generale Call 170 CVX 17.01..../  DE000SQ86UM5  /

Frankfurt Zert./SG
08/07/2024  10:54:43 Chg.-0.010 Bid11:01:09 Ask11:01:09 Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.360
Bid Size: 8,400		 0.380
Ask Size: 8,400		 Chevron Corporation 170.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86UM
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.63
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.45
Time value: 0.40
Break-even: 161.03
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.32
Theta: -0.02
Omega: 11.45
Rho: 0.22
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -30.19%
3 Months
  -59.78%
YTD
  -50.67%
1 Year
  -72.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.580 0.380
6M High / 6M Low: 1.110 0.380
High (YTD): 26/04/2024 1.110
Low (YTD): 05/07/2024 0.380
52W High: 27/09/2023 2.130
52W Low: 05/07/2024 0.380
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   0.997
Avg. volume 1Y:   0.000
Volatility 1M:   179.06%
Volatility 6M:   143.03%
Volatility 1Y:   130.05%
Volatility 3Y:   -