Soc. Generale Put 60 CVS 20.09.2024
/ DE000SV6QU29
Soc. Generale Put 60 CVS 20.09.20.../ DE000SV6QU29 /
| 7/26/2024 9:39:54 PM |
Chg.-0.100 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-27.78% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
CVS Health Corporati... |
60.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SV6QU2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/24/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.09 |
| Time value: |
0.27 |
| Break-even: |
52.57 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.41 |
| Theta: |
-0.03 |
| Omega: |
-8.57 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.260 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
+116.67% |
| 1 Year |
|
|
+8.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.260 |
| 1M High / 1M Low: |
0.500 |
0.240 |
| 6M High / 6M Low: |
0.710 |
0.042 |
| High (YTD): |
5/29/2024 |
0.710 |
| Low (YTD): |
3/28/2024 |
0.042 |
| 52W High: |
5/29/2024 |
0.710 |
| 52W Low: |
3/28/2024 |
0.042 |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.264 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
209.86% |
| Volatility 6M: |
|
586.42% |
| Volatility 1Y: |
|
424.69% |
| Volatility 3Y: |
|
- |
