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Soc. Generale Put 30 WBA 21.06.20.../  DE000SQ6LG55  /

Frankfurt Zert./SG
6/7/2024  9:39:59 PM Chg.0.000 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.300EUR 0.00% 1.300
Bid Size: 15,000		 1.310
Ask Size: 15,000		 Walgreens Boots Alli... 30.00 USD 6/21/2024 Put
 

Master data

WKN: SQ6LG5
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 6/21/2024
Issue date: 12/20/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.11
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.31
Implied volatility: 1.96
Historic volatility: 0.35
Parity: 1.31
Time value: 0.01
Break-even: 14.57
Moneyness: 1.89
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.76%
Delta: -0.94
Theta: -0.02
Omega: -1.04
Rho: -0.01
 

Quote data

Open: 1.280
High: 1.310
Low: 1.280
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+8.33%
3 Months  
+56.63%
YTD  
+176.60%
1 Year  
+333.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.280
1M High / 1M Low: 1.400 1.100
6M High / 6M Low: 1.400 0.470
High (YTD): 5/29/2024 1.400
Low (YTD): 1/2/2024 0.480
52W High: 5/29/2024 1.400
52W Low: 6/20/2023 0.260
Avg. price 1W:   1.290
Avg. volume 1W:   0.000
Avg. price 1M:   1.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.899
Avg. volume 6M:   0.000
Avg. price 1Y:   0.754
Avg. volume 1Y:   0.000
Volatility 1M:   59.94%
Volatility 6M:   92.71%
Volatility 1Y:   98.87%
Volatility 3Y:   -