Soc. Generale Call 190 CVX 19.12.2025
/ DE000SV7HYJ3
Soc. Generale Call 190 CVX 19.12..../ DE000SV7HYJ3 /
| 2024-05-24 9:51:27 PM |
Chg.+0.010 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+1.32% |
0.780
Bid Size: 6,000 |
0.800
Ask Size: 6,000 |
Chevron Corporation |
190.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SV7HYJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-2.97 |
| Time value: |
0.79 |
| Break-even: |
183.06 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
6.58 |
| Rho: |
0.69 |
Quote data
| Open: |
0.760 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.44% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-7.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
1.180 |
0.760 |
| 6M High / 6M Low: |
1.190 |
0.570 |
| High (YTD): |
2024-04-26 |
1.190 |
| Low (YTD): |
2024-01-23 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.43% |
| Volatility 6M: |
|
96.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
