Soc. Generale Call 70 CVS 20.09.2024
/ DE000SV1RFM8
Soc. Generale Call 70 CVS 20.09.2.../ DE000SV1RFM8 /
6/21/2024 9:44:11 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 15,000 |
0.120 Ask Size: 15,000 |
CVS Health Corporati... |
70.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SV1RFM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/3/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.81 |
Time value: |
0.12 |
Break-even: |
66.67 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
11.58 |
Rho: |
0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+57.14% |
3 Months |
|
|
-89.11% |
YTD |
|
|
-90.43% |
1 Year |
|
|
-86.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.140 |
0.049 |
6M High / 6M Low: |
1.320 |
0.049 |
High (YTD): |
1/5/2024 |
1.320 |
Low (YTD): |
5/28/2024 |
0.049 |
52W High: |
1/5/2024 |
1.320 |
52W Low: |
5/28/2024 |
0.049 |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.619 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.713 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
336.76% |
Volatility 6M: |
|
217.60% |
Volatility 1Y: |
|
175.92% |
Volatility 3Y: |
|
- |