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

Frankfurt Zert./SG
6/27/2024  5:48:26 PM Chg.+0.200 Bid6:00:11 PM Ask6:00:11 PM Underlying Strike price Expiration date Option type
1.170EUR +20.62% 1.170
Bid Size: 125,000		 1.180
Ask Size: 125,000		 CVS Health Corporati... 70.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.79
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.88
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.88
Time value: 0.10
Break-even: 55.74
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.03%
Delta: -0.73
Theta: -0.02
Omega: -4.25
Rho: -0.12
 

Quote data

Open: 0.960
High: 1.210
Low: 0.950
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.47%
1 Month
  -11.36%
3 Months  
+588.24%
YTD  
+303.45%
1 Year  
+56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.870
1M High / 1M Low: 1.560 0.870
6M High / 6M Low: 1.560 0.160
High (YTD): 5/29/2024 1.560
Low (YTD): 3/28/2024 0.160
52W High: 5/29/2024 1.560
52W Low: 3/28/2024 0.160
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   1.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   0.603
Avg. volume 1Y:   0.000
Volatility 1M:   126.57%
Volatility 6M:   330.73%
Volatility 1Y:   247.94%
Volatility 3Y:   -