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

EUWAX
2024-07-05  9:17:35 AM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.20EUR +0.46% -
Bid Size: -		 -
Ask Size: -		 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: 2.20
High: 2.20
Low: 2.20
Previous Close: 2.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+20.88%
3 Months  
+193.33%
YTD  
+260.66%
1 Year  
+74.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.20 1.99
1M High / 1M Low: 2.20 1.73
6M High / 6M Low: 2.44 0.47
High (YTD): 2024-05-30 2.44
Low (YTD): 2024-03-28 0.47
52W High: 2024-05-30 2.44
52W Low: 2024-03-28 0.47
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   1.17
Avg. volume 1Y:   0.00
Volatility 1M:   69.88%
Volatility 6M:   171.00%
Volatility 1Y:   139.38%
Volatility 3Y:   -