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Soc. Generale Call 65 CVS 20.09.2.../  DE000SW1YUY7  /

Frankfurt Zert./SG
05/07/2024  21:42:33 Chg.-0.003 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
0.087EUR -3.33% 0.089
Bid Size: 15,000		 0.099
Ask Size: 15,000		 CVS Health Corporati... 65.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YUY
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.45
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -0.77
Time value: 0.10
Break-even: 61.13
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.23
Theta: -0.02
Omega: 11.91
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.096
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.08%
1 Month
  -60.45%
3 Months
  -91.94%
YTD
  -94.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.087
1M High / 1M Low: 0.250 0.087
6M High / 6M Low: 1.640 0.075
High (YTD): 05/01/2024 1.690
Low (YTD): 28/05/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.66%
Volatility 6M:   224.49%
Volatility 1Y:   -
Volatility 3Y:   -