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Soc. Generale Put 70 CVS 20.09.20.../  DE000SV6QU37  /

Frankfurt Zert./SG
2024-06-21  9:35:41 PM Chg.-0.030 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.910EUR -3.19% 0.900
Bid Size: 6,000		 0.910
Ask Size: 6,000		 CVS Health Corporati... 70.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QU3
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 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: -6.24
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.81
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 0.81
Time value: 0.11
Break-even: 56.27
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.10%
Delta: -0.72
Theta: -0.01
Omega: -4.47
Rho: -0.12
 

Quote data

Open: 0.940
High: 0.970
Low: 0.910
Previous Close: 0.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.08%
1 Month
  -25.41%
3 Months  
+378.95%
YTD  
+213.79%
1 Year  
+24.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.910
1M High / 1M Low: 1.560 0.890
6M High / 6M Low: 1.560 0.160
High (YTD): 2024-05-29 1.560
Low (YTD): 2024-03-28 0.160
52W High: 2024-05-29 1.560
52W Low: 2024-03-28 0.160
Avg. price 1W:   0.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   125.77%
Volatility 6M:   330.65%
Volatility 1Y:   247.82%
Volatility 3Y:   -