Soc. Generale Put 70 CVS 20.09.2024
/ DE000SV6QU37
Soc. Generale Put 70 CVS 20.09.20.../ DE000SV6QU37 /
| 28/06/2024 21:40:00 |
Chg.-0.050 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-4.27% |
1.100
Bid Size: 6,000 |
1.110
Ask Size: 6,000 |
CVS Health Corporati... |
70.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
24/05/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.02 |
| Time value: |
0.09 |
| Break-even: |
54.24 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-3.77 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.140 |
| High: |
1.160 |
| Low: |
1.040 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
+600.00% |
| YTD |
|
|
+286.21% |
| 1 Year |
|
|
+53.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.870 |
| 1M High / 1M Low: |
1.340 |
0.870 |
| 6M High / 6M Low: |
1.560 |
0.160 |
| High (YTD): |
29/05/2024 |
1.560 |
| Low (YTD): |
28/03/2024 |
0.160 |
| 52W High: |
29/05/2024 |
1.560 |
| 52W Low: |
28/03/2024 |
0.160 |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.605 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
130.04% |
| Volatility 6M: |
|
333.92% |
| Volatility 1Y: |
|
249.14% |
| Volatility 3Y: |
|
- |
