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Soc. Generale Call 95 CVS 20.12.2.../  DE000SU6EY05  /

Frankfurt Zert./SG
2024-07-05  9:40:18 PM Chg.+0.002 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.031EUR +6.90% 0.029
Bid Size: 15,000		 0.039
Ask Size: 15,000		 CVS Health Corporati... 95.00 USD 2024-12-20 Call
 

Master data

WKN: SU6EY0
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -3.54
Time value: 0.04
Break-even: 88.27
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 2.10
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.06
Theta: -0.01
Omega: 8.59
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.031
Low: 0.029
Previous Close: 0.029
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.19%
1 Month
  -31.11%
3 Months
  -71.82%
YTD
  -88.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.029
1M High / 1M Low: 0.051 0.029
6M High / 6M Low: 0.300 0.017
High (YTD): 2024-01-05 0.320
Low (YTD): 2024-05-02 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.43%
Volatility 6M:   224.23%
Volatility 1Y:   -
Volatility 3Y:   -