Soc. Generale Put 80 CVS 20.09.2024
/ DE000SV690K1
Soc. Generale Put 80 CVS 20.09.20.../ DE000SV690K1 /
05/07/2024 21:48:51 |
Chg.+0.010 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
+0.45% |
2.210 Bid Size: 5,000 |
2.220 Ask Size: 5,000 |
CVS Health Corporati... |
80.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
2.16 |
Time value: |
0.06 |
Break-even: |
51.60 |
Moneyness: |
1.41 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
-0.84 |
Theta: |
-0.02 |
Omega: |
-1.97 |
Rho: |
-0.14 |
Quote data
Open: |
2.200 |
High: |
2.270 |
Low: |
2.200 |
Previous Close: |
2.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.87% |
1 Month |
|
|
+22.78% |
3 Months |
|
|
+202.74% |
YTD |
|
|
+256.45% |
1 Year |
|
|
+76.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.210 |
2.090 |
1M High / 1M Low: |
2.210 |
1.740 |
6M High / 6M Low: |
2.460 |
0.450 |
High (YTD): |
29/05/2024 |
2.460 |
Low (YTD): |
28/03/2024 |
0.450 |
52W High: |
29/05/2024 |
2.460 |
52W Low: |
28/03/2024 |
0.450 |
Avg. price 1W: |
|
2.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.177 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
71.04% |
Volatility 6M: |
|
203.71% |
Volatility 1Y: |
|
159.84% |
Volatility 3Y: |
|
- |