Soc. Generale Put 70 CVS 20.09.2024
/ DE000SV6QU37
Soc. Generale Put 70 CVS 20.09.20.../ DE000SV6QU37 /
2024-07-26 8:31:51 AM |
Chg.-0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-1.85% |
- Bid Size: - |
- Ask Size: - |
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: |
-6.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
0.83 |
Time value: |
0.07 |
Break-even: |
55.48 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
-0.78 |
Theta: |
-0.02 |
Omega: |
-4.85 |
Rho: |
-0.08 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.07% |
1 Month |
|
|
-7.02% |
3 Months |
|
|
+125.53% |
YTD |
|
|
+265.52% |
1 Year |
|
|
+120.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.11 |
1.02 |
1M High / 1M Low: |
1.30 |
0.88 |
6M High / 6M Low: |
1.56 |
0.17 |
High (YTD): |
2024-05-30 |
1.56 |
Low (YTD): |
2024-03-28 |
0.17 |
52W High: |
2024-05-30 |
1.56 |
52W Low: |
2024-03-28 |
0.17 |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.64 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
94.92% |
Volatility 6M: |
|
270.34% |
Volatility 1Y: |
|
215.90% |
Volatility 3Y: |
|
- |