OverviewChartNewsTraderScreen

Soc. Generale Call 75 CVS 20.12.2.../  DE000SU2S9K2  /

Frankfurt Zert./SG
2024-07-26  9:38:18 PM Chg.+0.040 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.160EUR +33.33% 0.160
Bid Size: 15,000		 0.170
Ask Size: 15,000		 CVS Health Corporati... 75.00 USD 2024-12-20 Call
 

Master data

WKN: SU2S9K
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 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: 33.05
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -1.29
Time value: 0.17
Break-even: 70.79
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.24
Theta: -0.02
Omega: 8.03
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.160
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+45.45%
3 Months
  -46.67%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.160 0.089
6M High / 6M Low: 0.900 0.066
High (YTD): 2024-01-05 1.110
Low (YTD): 2024-05-28 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.19%
Volatility 6M:   206.08%
Volatility 1Y:   -
Volatility 3Y:   -