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Soc. Generale Put 70 CVS 20.09.20.../  DE000SV6QU37  /

Frankfurt Zert./SG
2024-07-05  9:42:54 PM Chg.+0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
1.310EUR +0.77% 1.310
Bid Size: 6,000		 1.320
Ask Size: 6,000		 CVS Health Corporati... 70.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QU3
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 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: -3.96
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 0.50
Historic volatility: 0.27
Parity: 1.23
Time value: 0.09
Break-even: 51.38
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.76%
Delta: -0.78
Theta: -0.02
Omega: -3.09
Rho: -0.11
 

Quote data

Open: 1.300
High: 1.350
Low: 1.300
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.96%
1 Month  
+39.36%
3 Months  
+385.19%
YTD  
+351.72%
1 Year  
+79.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.180
1M High / 1M Low: 1.310 0.870
6M High / 6M Low: 1.560 0.160
High (YTD): 2024-05-29 1.560
Low (YTD): 2024-03-28 0.160
52W High: 2024-05-29 1.560
52W Low: 2024-03-28 0.160
Avg. price 1W:   1.262
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.616
Avg. volume 1Y:   0.000
Volatility 1M:   108.32%
Volatility 6M:   332.23%
Volatility 1Y:   248.69%
Volatility 3Y:   -