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

Frankfurt Zert./SG
2024-05-13  6:51:59 PM Chg.-0.030 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.330
Bid Size: 200,000		 0.340
Ask Size: 200,000		 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: 42.77
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -2.25
Time value: 0.36
Break-even: 180.01
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: 11.37
Rho: 0.25
 

Quote data

Open: 0.350
High: 0.370
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -10.81%
3 Months  
+26.92%
YTD
  -5.71%
1 Year
  -70.27%
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:   0.629
Avg. volume 1Y:   0.000
Volatility 1M:   147.22%
Volatility 6M:   149.25%
Volatility 1Y:   139.34%
Volatility 3Y:   -