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Soc. Generale Call 150 CVX 17.01..../  DE000SQ86UK9  /

Frankfurt Zert./SG
2024-05-10  9:39:19 PM Chg.+0.030 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
2.060EUR +1.48% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 150.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86UK
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.51
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 1.47
Implied volatility: 0.17
Historic volatility: 0.18
Parity: 1.47
Time value: 0.58
Break-even: 159.75
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.49%
Delta: 0.83
Theta: -0.02
Omega: 6.23
Rho: 0.74
 

Quote data

Open: 2.070
High: 2.090
Low: 1.990
Previous Close: 2.030
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+12.57%
1 Month  
+14.44%
3 Months  
+52.59%
YTD  
+42.07%
1 Year
  -17.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.830
1M High / 1M Low: 2.190 1.620
6M High / 6M Low: 2.190 0.990
High (YTD): 2024-04-26 2.190
Low (YTD): 2024-01-23 0.990
52W High: 2023-09-27 3.240
52W Low: 2024-01-23 0.990
Avg. price 1W:   1.926
Avg. volume 1W:   0.000
Avg. price 1M:   1.895
Avg. volume 1M:   0.000
Avg. price 6M:   1.495
Avg. volume 6M:   0.000
Avg. price 1Y:   1.983
Avg. volume 1Y:   0.000
Volatility 1M:   87.69%
Volatility 6M:   98.56%
Volatility 1Y:   96.22%
Volatility 3Y:   -