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

EUWAX
26/07/2024  08:31:51 Chg.-0.02 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.06EUR -1.85% -
Bid Size: -		 -
Ask Size: -		 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: -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): 30/05/2024 1.56
Low (YTD): 28/03/2024 0.17
52W High: 30/05/2024 1.56
52W Low: 28/03/2024 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:   -