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Soc. Generale Call 80 CVS 20.12.2.../  DE000SV456C4  /

Frankfurt Zert./SG
2024-07-05  9:40:56 PM Chg.+0.002 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.067EUR +3.08% 0.066
Bid Size: 15,000		 0.076
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: 69.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -2.16
Time value: 0.08
Break-even: 74.75
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.13
Theta: -0.01
Omega: 8.74
Rho: 0.03
 

Quote data

Open: 0.065
High: 0.067
Low: 0.063
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.19%
1 Month
  -33.00%
3 Months
  -84.05%
YTD
  -90.82%
1 Year
  -88.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.065
1M High / 1M Low: 0.110 0.065
6M High / 6M Low: 0.810 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:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   212.48%
Volatility 6M:   204.60%
Volatility 1Y:   172.51%
Volatility 3Y:   -