Soc. Generale Put 70 CVS 20.09.2024
/ DE000SV6QU37
Soc. Generale Put 70 CVS 20.09.20.../ DE000SV6QU37 /
9/2/2024 8:33:33 AM |
Chg.-0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-0.89% |
- Bid Size: - |
- Ask Size: - |
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: |
-4.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.16 |
Implied volatility: |
0.56 |
Historic volatility: |
0.27 |
Parity: |
1.16 |
Time value: |
0.00 |
Break-even: |
51.78 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.87% |
Delta: |
-0.94 |
Theta: |
-0.02 |
Omega: |
-4.20 |
Rho: |
-0.03 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.63% |
1 Month |
|
|
+16.84% |
3 Months |
|
|
-17.78% |
YTD |
|
|
+282.76% |
1 Year |
|
|
+33.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.96 |
1M High / 1M Low: |
1.22 |
0.95 |
6M High / 6M Low: |
1.56 |
0.17 |
High (YTD): |
5/30/2024 |
1.56 |
Low (YTD): |
3/28/2024 |
0.17 |
52W High: |
5/30/2024 |
1.56 |
52W Low: |
3/28/2024 |
0.17 |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
104.75% |
Volatility 6M: |
|
271.90% |
Volatility 1Y: |
|
212.77% |
Volatility 3Y: |
|
- |