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

EUWAX
2024-06-14  9:26:48 AM Chg.-0.06 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.83EUR -3.17% -
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: -2.96
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.85
Implied volatility: 0.50
Historic volatility: 0.27
Parity: 1.85
Time value: 0.05
Break-even: 55.73
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.53%
Delta: -0.82
Theta: -0.01
Omega: -2.44
Rho: -0.17
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.81%
1 Month
  -15.67%
3 Months  
+190.48%
YTD  
+200.00%
1 Year  
+33.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.75
1M High / 1M Low: 2.44 1.75
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:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   1.13
Avg. volume 1Y:   0.00
Volatility 1M:   78.68%
Volatility 6M:   171.44%
Volatility 1Y:   138.95%
Volatility 3Y:   -