Soc. Generale Call 140 CVX 20.09.2024
/ DE000SV1BZC1
Soc. Generale Call 140 CVX 20.09..../ DE000SV1BZC1 /
| 2024-05-10 9:51:09 PM |
Chg.+0.050 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+2.00% |
2.540
Bid Size: 3,000 |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV1BZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.40 |
| Time value: |
0.12 |
| Break-even: |
155.17 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.540 |
| High: |
2.550 |
| Low: |
2.480 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.01% |
| 1 Month |
|
|
+19.72% |
| 3 Months |
|
|
+49.12% |
| YTD |
|
|
+49.12% |
| 1 Year |
|
|
-8.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
2.240 |
| 1M High / 1M Low: |
2.640 |
1.940 |
| 6M High / 6M Low: |
2.640 |
1.170 |
| High (YTD): |
2024-04-29 |
2.640 |
| Low (YTD): |
2024-01-23 |
1.170 |
| 52W High: |
2023-09-27 |
3.680 |
| 52W Low: |
2024-01-23 |
1.170 |
| Avg. price 1W: |
|
2.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.778 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.288 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.25% |
| Volatility 6M: |
|
101.71% |
| Volatility 1Y: |
|
98.68% |
| Volatility 3Y: |
|
- |
