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

Frankfurt Zert./SG
7/29/2024  9:59:17 AM Chg.-0.020 Bid10:15:00 AM Ask10:15:00 AM Underlying Strike price Expiration date Option type
1.730EUR -1.14% 1.740
Bid Size: 5,000		 1.770
Ask Size: 5,000		 CVS Health Corporati... 80.00 USD 9/20/2024 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: 9/20/2024
Issue date: 6/9/2023
Last trading day: 9/19/2024
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: 0.51
Historic volatility: 0.28
Parity: 1.75
Time value: 0.01
Break-even: 56.11
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: -2.87
Rho: -0.10
 

Quote data

Open: 1.740
High: 1.740
Low: 1.730
Previous Close: 1.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.63%
1 Month
  -14.78%
3 Months  
+41.80%
YTD  
+179.03%
1 Year  
+94.38%
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): 5/29/2024 2.460
Low (YTD): 3/28/2024 0.450
52W High: 5/29/2024 2.460
52W Low: 3/28/2024 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:   1.234
Avg. volume 1Y:   0.000
Volatility 1M:   71.90%
Volatility 6M:   199.29%
Volatility 1Y:   160.55%
Volatility 3Y:   -