Soc. Generale Call 150 CVX 16.01..../  DE000SU26L92  /

Frankfurt Zert./SG
2024-05-23  8:08:41 PM Chg.-0.040 Bid8:14:38 PM Ask8:14:38 PM Underlying Strike price Expiration date Option type
2.140EUR -1.83% 2.130
Bid Size: 100,000
2.150
Ask Size: 100,000
Chevron Corporation 150.00 USD 2026-01-16 Call
 

Master data

WKN: SU26L9
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-05
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.62
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 0.70
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.70
Time value: 1.50
Break-even: 160.57
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.92%
Delta: 0.72
Theta: -0.02
Omega: 4.79
Rho: 1.38
 

Quote data

Open: 2.160
High: 2.200
Low: 2.140
Previous Close: 2.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.57%
1 Month
  -17.37%
3 Months
  -4.89%
YTD  
+3.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.180
1M High / 1M Low: 2.820 2.180
6M High / 6M Low: - -
High (YTD): 2024-04-26 2.820
Low (YTD): 2024-01-23 1.590
52W High: - -
52W Low: - -
Avg. price 1W:   2.374
Avg. volume 1W:   0.000
Avg. price 1M:   2.523
Avg. volume 1M:   19.048
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -