Soc. Generale Call 50 CVS 20.09.2024
/ DE000SW97G26
Soc. Generale Call 50 CVS 20.09.2.../ DE000SW97G26 /
| 2024-06-14 9:44:54 PM |
Chg.-0.100 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-8.77% |
1.040
Bid Size: 6,000 |
1.050
Ask Size: 6,000 |
CVS Health Corporati... |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW97G2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.95 |
| Time value: |
0.10 |
| Break-even: |
57.21 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.79 |
| Rho: |
0.11 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.990 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.96% |
| 1 Month |
|
|
+28.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.970 |
| 1M High / 1M Low: |
1.150 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
