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

EUWAX
7/5/2024  8:31:49 AM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.30EUR +0.78% -
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: -3.96
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 0.50
Historic volatility: 0.27
Parity: 1.23
Time value: 0.09
Break-even: 51.38
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.76%
Delta: -0.78
Theta: -0.02
Omega: -3.09
Rho: -0.11
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.04%
1 Month  
+35.42%
3 Months  
+364.29%
YTD  
+348.28%
1 Year  
+78.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.10
1M High / 1M Low: 1.30 0.86
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:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   0.00
Avg. price 1Y:   0.61
Avg. volume 1Y:   0.00
Volatility 1M:   108.97%
Volatility 6M:   276.21%
Volatility 1Y:   215.43%
Volatility 3Y:   -