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Soc. Generale Put 80 CVS 20.09.20.../  DE000SV690K1  /

Frankfurt Zert./SG
2024-07-05  9:48:51 PM Chg.+0.010 Bid9:58:05 PM Ask9:58:05 PM 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 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: -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): 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:   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:   -