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Soc. Generale Put 60 CVS 21.06.20.../  DE000SV2TU53  /

Frankfurt Zert./SG
2024-06-07  9:46:07 PM Chg.-0.028 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.040EUR -41.18% 0.040
Bid Size: 10,000		 0.050
Ask Size: 10,000		 CVS Health Corporati... 60.00 USD 2024-06-21 Put
 

Master data

WKN: SV2TU5
Issuer: Société Générale
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -114.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.28
Parity: -0.16
Time value: 0.05
Break-even: 55.05
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.82
Spread abs.: 0.01
Spread %: 25.00%
Delta: -0.27
Theta: -0.04
Omega: -30.77
Rho: -0.01
 

Quote data

Open: 0.066
High: 0.073
Low: 0.040
Previous Close: 0.068
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -76.47%
1 Month
  -91.49%
3 Months  
+8.11%
YTD
  -35.48%
1 Year
  -86.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.040
1M High / 1M Low: 0.600 0.040
6M High / 6M Low: 0.600 0.003
High (YTD): 2024-05-29 0.600
Low (YTD): 2024-03-28 0.003
52W High: 2024-05-29 0.600
52W Low: 2024-03-28 0.003
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   381.81%
Volatility 6M:   2,141.97%
Volatility 1Y:   1,517.53%
Volatility 3Y:   -