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Soc. Generale Call 190 CVX 17.01..../  DE000SQ86UP8  /

Frankfurt Zert./SG
2024-05-10  9:40:29 PM Chg.0.000 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.360
Bid Size: 10,000		 0.370
Ask Size: 10,000		 Chevron Corporation 190.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86UP
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 42.76
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -2.24
Time value: 0.36
Break-even: 179.99
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.27
Theta: -0.02
Omega: 11.38
Rho: 0.26
 

Quote data

Open: 0.370
High: 0.380
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+24.14%
1 Month
  -2.70%
3 Months  
+33.33%
YTD  
+2.86%
1 Year
  -67.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.480 0.290
6M High / 6M Low: 0.480 0.180
High (YTD): 2024-04-26 0.480
Low (YTD): 2024-01-23 0.180
52W High: 2023-09-27 1.310
52W Low: 2024-01-23 0.180
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   144.83%
Volatility 6M:   149.25%
Volatility 1Y:   139.08%
Volatility 3Y:   -