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

Frankfurt Zert./SG
7/26/2024  9:35:54 PM Chg.+0.090 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.370EUR +32.14% 0.370
Bid Size: 10,000		 0.380
Ask Size: 10,000		 CVS Health Corporati... 65.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.79
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -0.37
Time value: 0.38
Break-even: 63.68
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.46
Theta: -0.02
Omega: 6.74
Rho: 0.09
 

Quote data

Open: 0.290
High: 0.370
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month  
+37.04%
3 Months
  -46.38%
YTD
  -75.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 1.540 0.160
High (YTD): 1/5/2024 1.740
Low (YTD): 5/29/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.738
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.66%
Volatility 6M:   188.48%
Volatility 1Y:   -
Volatility 3Y:   -