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

Frankfurt Zert./SG
2024-05-28  2:37:19 PM Chg.+0.030 Bid2:53:53 PM Ask2:53:53 PM Underlying Strike price Expiration date Option type
0.790EUR +3.95% 0.790
Bid Size: 8,000		 0.810
Ask Size: 8,000		 Chevron Corporation 170.00 USD 2025-03-21 Call
 

Master data

WKN: SV7HXS
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-03-21
Issue date: 2023-06-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.86
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.13
Time value: 0.77
Break-even: 164.22
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.44
Theta: -0.02
Omega: 8.28
Rho: 0.46
 

Quote data

Open: 0.740
High: 0.800
Low: 0.740
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.23%
1 Month
  -37.30%
3 Months     0.00%
YTD
  -8.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.750
1M High / 1M Low: 1.260 0.750
6M High / 6M Low: 1.260 0.530
High (YTD): 2024-04-29 1.260
Low (YTD): 2024-01-23 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.956
Avg. volume 1M:   0.000
Avg. price 6M:   0.852
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.02%
Volatility 6M:   114.26%
Volatility 1Y:   -
Volatility 3Y:   -