Soc. Generale Put 80 CVS 20.09.2024
/ DE000SV690K1
Soc. Generale Put 80 CVS 20.09.20.../ DE000SV690K1 /
| 2024-07-26 9:49:03 PM |
Chg.-0.240 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-12.06% |
1.750
Bid Size: 5,000 |
1.760
Ask Size: 5,000 |
CVS Health Corporati... |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV690K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
1.75 |
| Time value: |
0.01 |
| Break-even: |
56.09 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-2.86 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.940 |
| High: |
1.950 |
| Low: |
1.750 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.33% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
+42.28% |
| YTD |
|
|
+182.26% |
| 1 Year |
|
|
+96.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.750 |
| 1M High / 1M Low: |
2.210 |
1.750 |
| 6M High / 6M Low: |
2.460 |
0.450 |
| High (YTD): |
2024-05-29 |
2.460 |
| Low (YTD): |
2024-03-28 |
0.450 |
| 52W High: |
2024-05-29 |
2.460 |
| 52W Low: |
2024-03-28 |
0.450 |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.233 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
71.25% |
| Volatility 6M: |
|
199.29% |
| Volatility 1Y: |
|
160.24% |
| Volatility 3Y: |
|
- |
