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Soc. Generale Put 50 BMY 20.09.20.../  DE000SV6QT22  /

Frankfurt Zert./SG
5/20/2024  8:48:44 AM Chg.-0.010 Bid5/20/2024 Ask5/20/2024 Underlying Strike price Expiration date Option type
0.600EUR -1.64% 0.600
Bid Size: 15,000		 0.620
Ask Size: 15,000		 Bristol Myers Squibb... 50.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QT2
Issuer: Société Générale
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Put
Strike price: 50.00 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: -6.53
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.55
Time value: 0.07
Break-even: 39.80
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.70
Theta: -0.01
Omega: -4.57
Rho: -0.12
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+71.43%
3 Months  
+81.82%
YTD  
+71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.540
1M High / 1M Low: 0.650 0.320
6M High / 6M Low: 0.650 0.150
High (YTD): 5/8/2024 0.650
Low (YTD): 3/28/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.552
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.22%
Volatility 6M:   160.75%
Volatility 1Y:   -
Volatility 3Y:   -