Soc. Generale Put 50 CVS 20.09.2024
/ DE000SV6QU11
Soc. Generale Put 50 CVS 20.09.20.../ DE000SV6QU11 /
| 2024-07-05 9:49:03 PM |
Chg.-0.006 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-6.25% |
0.090
Bid Size: 15,000 |
0.100
Ask Size: 15,000 |
CVS Health Corporati... |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QU1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.61 |
| Time value: |
0.10 |
| Break-even: |
45.13 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-10.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.16% |
| 1 Month |
|
|
+52.54% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+114.29% |
| 1 Year |
|
|
-55.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.073 |
| 1M High / 1M Low: |
0.096 |
0.039 |
| 6M High / 6M Low: |
0.180 |
0.005 |
| High (YTD): |
2024-05-29 |
0.180 |
| Low (YTD): |
2024-03-28 |
0.005 |
| 52W High: |
2023-08-17 |
0.210 |
| 52W Low: |
2024-03-28 |
0.005 |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.094 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
335.62% |
| Volatility 6M: |
|
878.97% |
| Volatility 1Y: |
|
627.66% |
| Volatility 3Y: |
|
- |
