Soc. Generale Call 80 CVS 20.12.2024
/ DE000SV456C4
Soc. Generale Call 80 CVS 20.12.2.../ DE000SV456C4 /
2024-09-02 11:17:26 AM |
Chg.-0.001 |
Bid2024-09-02 |
Ask2024-09-02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
-1.75% |
0.056 Bid Size: 15,000 |
0.066 Ask Size: 15,000 |
CVS Health Corporati... |
80.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV456C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
78.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
-2.06 |
Time value: |
0.07 |
Break-even: |
73.09 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
2.16 |
Spread abs.: |
0.01 |
Spread %: |
17.86% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
9.17 |
Rho: |
0.02 |
Quote data
Open: |
0.055 |
High: |
0.056 |
Low: |
0.055 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.08% |
1 Month |
|
|
-44.00% |
3 Months |
|
|
-41.67% |
YTD |
|
|
-92.33% |
1 Year |
|
|
-83.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.052 |
1M High / 1M Low: |
0.100 |
0.052 |
6M High / 6M Low: |
0.640 |
0.044 |
High (YTD): |
2024-01-05 |
0.840 |
Low (YTD): |
2024-05-02 |
0.044 |
52W High: |
2024-01-05 |
0.840 |
52W Low: |
2024-05-02 |
0.044 |
Avg. price 1W: |
|
0.055 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.178 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.344 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
175.72% |
Volatility 6M: |
|
222.88% |
Volatility 1Y: |
|
183.40% |
Volatility 3Y: |
|
- |