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

EUWAX
6/21/2024  8:28:56 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.940EUR +1.08% -
Bid Size: -		 -
Ask Size: -		 CVS Health Corporati... 70.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
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: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.05%
1 Month
  -22.31%
3 Months  
+370.00%
YTD  
+224.14%
1 Year  
+28.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.920
1M High / 1M Low: 1.560 0.900
6M High / 6M Low: 1.560 0.170
High (YTD): 5/30/2024 1.560
Low (YTD): 3/28/2024 0.170
52W High: 5/30/2024 1.560
52W Low: 3/28/2024 0.170
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.598
Avg. volume 1Y:   0.000
Volatility 1M:   130.66%
Volatility 6M:   274.54%
Volatility 1Y:   214.25%
Volatility 3Y:   -