Soc. Generale Call 60 CVS 21.06.2024
/ DE000SV42AR9
Soc. Generale Call 60 CVS 21.06.2.../ DE000SV42AR9 /
| 2024-06-19 8:55:55 AM |
Chg.-0.022 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-18.33% |
0.110
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
CVS Health Corporati... |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV42AR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.09 |
| Time value: |
0.03 |
| Break-even: |
57.07 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
34.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
+36.11% |
| 3 Months |
|
|
-93.80% |
| YTD |
|
|
-94.46% |
| 1 Year |
|
|
-91.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.074 |
| 1M High / 1M Low: |
0.200 |
0.013 |
| 6M High / 6M Low: |
2.010 |
0.013 |
| High (YTD): |
2024-01-05 |
2.010 |
| Low (YTD): |
2024-05-30 |
0.013 |
| 52W High: |
2024-01-05 |
2.010 |
| 52W Low: |
2024-05-30 |
0.013 |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.173 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
1,258.71% |
| Volatility 6M: |
|
542.59% |
| Volatility 1Y: |
|
389.28% |
| Volatility 3Y: |
|
- |
