Soc. Generale Call 55 CVS 20.12.2024
/ DE000SW97G59
Soc. Generale Call 55 CVS 20.12.2.../ DE000SW97G59 /
| 09/08/2024 21:39:23 |
Chg.-0.050 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-8.20% |
0.560
Bid Size: 8,000 |
0.570
Ask Size: 8,000 |
CVS Health Corporati... |
55.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW97G5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.19 |
| Time value: |
0.38 |
| Break-even: |
56.09 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
5.83 |
| Rho: |
0.10 |
Quote data
| Open: |
0.610 |
| High: |
0.620 |
| Low: |
0.550 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.33% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+5.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
1.020 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
