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Soc. Generale Put 60 CVS 20.09.20.../  DE000SV6QU29  /

Frankfurt Zert./SG
2024-06-21  9:46:30 PM Chg.-0.020 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 CVS Health Corporati... 60.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QU2
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.50
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.13
Time value: 0.28
Break-even: 53.32
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.39
Theta: -0.02
Omega: -8.02
Rho: -0.06
 

Quote data

Open: 0.290
High: 0.300
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -40.00%
3 Months  
+365.52%
YTD  
+125.00%
1 Year
  -30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.270
1M High / 1M Low: 0.710 0.270
6M High / 6M Low: 0.710 0.042
High (YTD): 2024-05-29 0.710
Low (YTD): 2024-03-28 0.042
52W High: 2024-05-29 0.710
52W Low: 2024-03-28 0.042
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   223.65%
Volatility 6M:   578.62%
Volatility 1Y:   418.01%
Volatility 3Y:   -