Soc. Generale Put 60 BNP/ DE000SV6DY46 /
6/14/2024 12:01:29 PM | Chg.+0.140 | Bid9:38:41 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.270EUR | +107.69% | - Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... | 60.00 - | 6/21/2024 | Put |
Master data
WKN: | SV6DY4 |
---|---|
Issuer: | Société Générale |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 60.00 - |
Maturity: | 6/21/2024 |
Issue date: | 5/16/2023 |
Last trading day: | 6/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -30.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.92 |
Historic volatility: | 0.23 |
Parity: | 0.13 |
Time value: | 0.06 |
Break-even: | 58.10 |
Moneyness: | 1.02 |
Premium: | 0.01 |
Premium p.a.: | 42.50 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.66 |
Theta: | -0.51 |
Omega: | -20.51 |
Rho: | 0.00 |
Quote data
Open: | 0.120 |
---|---|
High: | 0.270 |
Low: | 0.120 |
Previous Close: | 0.130 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +1587.50% | ||
3 Months | -18.18% | ||
YTD | -40.00% | ||
1 Year | -67.86% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.270 | 0.270 |
---|---|---|
1M High / 1M Low: | 0.270 | 0.005 |
6M High / 6M Low: | 0.990 | 0.005 |
High (YTD): | 2/13/2024 | 0.990 |
Low (YTD): | 6/7/2024 | 0.005 |
52W High: | 2/13/2024 | 0.990 |
52W Low: | 6/7/2024 | 0.005 |
Avg. price 1W: | 0.270 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.041 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.368 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.559 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 2,021.01% | |
Volatility 6M: | 816.29% | |
Volatility 1Y: | 575.27% | |
Volatility 3Y: | - |