Soc. Generale Call 50 CVS 20.12.2024
/ DE000SW97G42
Soc. Generale Call 50 CVS 20.12.2.../ DE000SW97G42 /
| 2024-07-26 9:38:58 PM |
Chg.+0.190 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+19.00% |
1.200
Bid Size: 6,000 |
1.210
Ask Size: 6,000 |
CVS Health Corporati... |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW97G4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.01 |
| Time value: |
0.20 |
| Break-even: |
58.16 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.14 |
Quote data
| Open: |
1.020 |
| High: |
1.190 |
| Low: |
1.010 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.42% |
| 1 Month |
|
|
+17.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.940 |
| 1M High / 1M Low: |
1.190 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
