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Soc. Generale Call 170 CVX 19.12..../  DE000SV7HYG9  /

Frankfurt Zert./SG
02/08/2024  21:50:30 Chg.-0.170 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.780EUR -17.89% 0.790
Bid Size: 4,000		 0.810
Ask Size: 4,000		 Chevron Corporation 170.00 USD 19/12/2025 Call
 

Master data

WKN: SV7HYG
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 19/12/2025
Issue date: 15/06/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.89
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -1.61
Time value: 0.95
Break-even: 167.11
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.45
Theta: -0.02
Omega: 6.63
Rho: 0.74
 

Quote data

Open: 0.940
High: 0.990
Low: 0.750
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.17%
1 Month
  -33.90%
3 Months
  -48.34%
YTD
  -40.00%
1 Year
  -63.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.950
1M High / 1M Low: 1.350 0.950
6M High / 6M Low: 1.820 0.950
High (YTD): 29/04/2024 1.820
Low (YTD): 23/01/2024 0.940
52W High: 27/09/2023 2.880
52W Low: 23/01/2024 0.940
Avg. price 1W:   1.140
Avg. volume 1W:   0.000
Avg. price 1M:   1.133
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   0.000
Avg. price 1Y:   1.560
Avg. volume 1Y:   2.344
Volatility 1M:   156.72%
Volatility 6M:   100.08%
Volatility 1Y:   96.30%
Volatility 3Y:   -