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Soc. Generale Call 200 CVX 20.12..../  DE000SV455F9  /

Frankfurt Zert./SG
2024-05-13  2:44:29 PM Chg.0.000 Bid3:05:56 PM Ask3:05:56 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Chevron Corporation 200.00 USD 2024-12-20 Call
 

Master data

WKN: SV455F
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.56
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -3.17
Time value: 0.17
Break-even: 187.40
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.15
Theta: -0.01
Omega: 13.78
Rho: 0.13
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -15.00%
3 Months  
+21.43%
YTD
  -15.00%
1 Year
  -79.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 0.240 0.099
High (YTD): 2024-04-26 0.240
Low (YTD): 2024-01-23 0.099
52W High: 2023-09-27 0.910
52W Low: 2024-01-23 0.099
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.415
Avg. volume 1Y:   0.000
Volatility 1M:   177.66%
Volatility 6M:   172.27%
Volatility 1Y:   157.58%
Volatility 3Y:   -