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Soc. Generale Call 65 CVS 20.12.2.../  DE000SU2S9J4  /

Frankfurt Zert./SG
2024-11-12  9:50:41 PM Chg.-0.003 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.010EUR -23.08% 0.009
Bid Size: 10,000		 0.020
Ask Size: 10,000		 CVS Health Corporati... 65.00 USD 2024-12-20 Call
 

Master data

WKN: SU2S9J
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 209.36
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -0.86
Time value: 0.03
Break-even: 61.21
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 3.50
Spread abs.: 0.01
Spread %: 66.67%
Delta: 0.10
Theta: -0.01
Omega: 20.22
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.006
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -82.14%
1 Month
  -97.78%
3 Months
  -93.75%
YTD
  -99.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.013
1M High / 1M Low: 0.490 0.013
6M High / 6M Low: 0.490 0.013
High (YTD): 2024-01-05 1.740
Low (YTD): 2024-11-11 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   635.47%
Volatility 6M:   320.38%
Volatility 1Y:   -
Volatility 3Y:   -