OverviewChartNewsTraderScreen

Soc. Generale Call 65 CVS 20.09.2.../  DE000SW1YUY7  /

Frankfurt Zert./SG
2024-06-21  9:41:02 PM Chg.0.000 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 10,000		 0.220
Ask Size: 10,000		 CVS Health Corporati... 65.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YUY
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.09
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.34
Time value: 0.22
Break-even: 62.99
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.40
Theta: -0.02
Omega: 10.39
Rho: 0.05
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+75.00%
3 Months
  -84.67%
YTD
  -85.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.200
1M High / 1M Low: 0.250 0.075
6M High / 6M Low: 1.690 0.075
High (YTD): 2024-01-05 1.690
Low (YTD): 2024-05-28 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.867
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.30%
Volatility 6M:   217.42%
Volatility 1Y:   -
Volatility 3Y:   -