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Soc. Generale Call 170 CVX 21.03..../  DE000SV7HXS6  /

Frankfurt Zert./SG
31/07/2024  21:47:24 Chg.+0.060 Bid08:45:26 Ask08:45:26 Underlying Strike price Expiration date Option type
0.750EUR +8.70% 0.710
Bid Size: 5,000		 0.740
Ask Size: 5,000		 Chevron Corporation 170.00 USD 21/03/2025 Call
 

Master data

WKN: SV7HXS
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 15/06/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.08
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.96
Time value: 0.70
Break-even: 164.18
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.43
Theta: -0.03
Omega: 9.14
Rho: 0.36
 

Quote data

Open: 0.710
High: 0.770
Low: 0.710
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+17.19%
3 Months
  -29.91%
YTD
  -12.79%
1 Year
  -56.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.580
1M High / 1M Low: 0.800 0.490
6M High / 6M Low: 1.260 0.490
High (YTD): 29/04/2024 1.260
Low (YTD): 23/07/2024 0.490
52W High: 27/09/2023 2.280
52W Low: 23/07/2024 0.490
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   1.063
Avg. volume 1Y:   0.000
Volatility 1M:   195.28%
Volatility 6M:   137.40%
Volatility 1Y:   124.92%
Volatility 3Y:   -