Soc. Generale Call 65 CVS 20.09.2024
/ DE000SW1YUY7
Soc. Generale Call 65 CVS 20.09.2.../ DE000SW1YUY7 /
| 2024-07-05 9:45:47 AM |
Chg.-0.006 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
65.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.77 |
| Time value: |
0.10 |
| Break-even: |
60.95 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
11.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-91.00% |
| YTD |
|
|
-93.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.240 |
0.090 |
| 6M High / 6M Low: |
1.630 |
0.073 |
| High (YTD): |
2024-01-05 |
1.730 |
| Low (YTD): |
2024-05-29 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.754 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.41% |
| Volatility 6M: |
|
223.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
