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Soc. Generale Put 100 CVS 21.06.2.../  DE000SQ6LAF2  /

EUWAX
2024-05-17  8:26:15 AM Chg.-0.11 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
3.89EUR -2.75% -
Bid Size: -		 -
Ask Size: -		 CVS Health Corporati... 100.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6LAF
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.35
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 3.91
Implied volatility: 1.01
Historic volatility: 0.27
Parity: 3.91
Time value: 0.00
Break-even: 52.91
Moneyness: 1.74
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.26%
Delta: -0.94
Theta: -0.02
Omega: -1.28
Rho: -0.09
 

Quote data

Open: 3.89
High: 3.89
Low: 3.89
Previous Close: 4.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.89%
1 Month  
+35.54%
3 Months  
+84.36%
YTD  
+106.91%
1 Year  
+32.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.07 3.89
1M High / 1M Low: 4.18 2.70
6M High / 6M Low: 4.18 1.77
High (YTD): 2024-05-09 4.18
Low (YTD): 2024-01-05 1.77
52W High: 2024-05-09 4.18
52W Low: 2024-01-05 1.77
Avg. price 1W:   4.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.53
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   2.64
Avg. volume 1Y:   0.00
Volatility 1M:   121.75%
Volatility 6M:   86.86%
Volatility 1Y:   80.58%
Volatility 3Y:   -