Soc. Generale Call 50 CVS 20.12.2024
/ DE000SW97G42
Soc. Generale Call 50 CVS 20.12.2.../ DE000SW97G42 /
| 10/28/2024 7:00:55 PM |
Chg.+0.050 |
Bid9:00:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+6.76% |
-
Bid Size: - |
-
Ask Size: - |
CVS HEALTH CORP. D... |
50.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SW97G4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.31 |
| Parity: |
0.23 |
| Time value: |
0.56 |
| Break-even: |
57.90 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-0.09 |
| Omega: |
4.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.790 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-49.36% |
| 3 Months |
|
|
+1.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.620 |
0.700 |
| 6M High / 6M Low: |
1.620 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.997 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.98% |
| Volatility 6M: |
|
133.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
