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Soc. Generale Call 145 CVX 21.06..../  DE000SU18P49  /

Frankfurt Zert./SG
2024-05-23  8:17:43 PM Chg.-0.090 Bid9:09:11 PM Ask9:09:11 PM Underlying Strike price Expiration date Option type
1.180EUR -7.09% 1.170
Bid Size: 70,000		 1.180
Ask Size: 70,000		 Chevron Corporation 145.00 USD 2024-06-21 Call
 

Master data

WKN: SU18P4
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.93
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.16
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 1.16
Time value: 0.06
Break-even: 146.15
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: -0.05
Spread %: -3.94%
Delta: 0.95
Theta: -0.03
Omega: 11.29
Rho: 0.10
 

Quote data

Open: 1.190
High: 1.310
Low: 1.180
Previous Close: 1.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.25%
1 Month
  -31.40%
3 Months
  -13.24%
YTD
  -2.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.270
1M High / 1M Low: 2.030 1.270
6M High / 6M Low: 2.030 0.700
High (YTD): 2024-04-29 2.030
Low (YTD): 2024-01-23 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   1.528
Avg. volume 1W:   0.000
Avg. price 1M:   1.702
Avg. volume 1M:   0.000
Avg. price 6M:   1.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.00%
Volatility 6M:   143.65%
Volatility 1Y:   -
Volatility 3Y:   -