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Soc. Generale Call 70 CVS 20.09.2.../  DE000SV1RFM8  /

Frankfurt Zert./SG
7/29/2024  8:44:51 AM Chg.0.000 Bid9:26:47 AM Ask9:26:47 AM Underlying Strike price Expiration date Option type
0.099EUR 0.00% 0.098
Bid Size: 10,000		 0.110
Ask Size: 10,000		 CVS Health Corporati... 70.00 USD 9/20/2024 Call
 

Master data

WKN: SV1RFM
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 9/20/2024
Issue date: 3/3/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.83
Time value: 0.11
Break-even: 65.58
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.79
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.23
Theta: -0.03
Omega: 11.64
Rho: 0.02
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.099
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+73.68%
1 Month  
+39.44%
3 Months
  -69.06%
YTD
  -91.39%
1 Year
  -90.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.053
1M High / 1M Low: 0.099 0.051
6M High / 6M Low: 1.070 0.049
High (YTD): 1/5/2024 1.320
Low (YTD): 5/28/2024 0.049
52W High: 1/5/2024 1.320
52W Low: 5/28/2024 0.049
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.629
Avg. volume 1Y:   0.000
Volatility 1M:   266.06%
Volatility 6M:   242.17%
Volatility 1Y:   193.13%
Volatility 3Y:   -