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Soc. Generale Put 80 BMY 21.06.20.../  DE000SQ6K9W9  /

Frankfurt Zert./SG
2024-06-05  7:09:26 PM Chg.+0.050 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
3.570EUR +1.42% 3.570
Bid Size: 175,000		 3.580
Ask Size: 175,000		 Bristol Myers Squibb... 80.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6K9W
Issuer: Société Générale
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Put
Strike price: 80.00 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: -1.09
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 3.52
Implied volatility: 1.59
Historic volatility: 0.19
Parity: 3.52
Time value: 0.00
Break-even: 38.32
Moneyness: 1.92
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.28%
Delta: -0.96
Theta: -0.02
Omega: -1.05
Rho: -0.03
 

Quote data

Open: 3.490
High: 3.580
Low: 3.490
Previous Close: 3.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.46%
1 Month  
+6.57%
3 Months  
+36.78%
YTD  
+36.78%
1 Year  
+160.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.660 3.490
1M High / 1M Low: 3.660 3.240
6M High / 6M Low: 3.660 2.360
High (YTD): 2024-05-29 3.660
Low (YTD): 2024-03-12 2.360
52W High: 2024-05-29 3.660
52W Low: 2023-06-19 1.320
Avg. price 1W:   3.584
Avg. volume 1W:   0.000
Avg. price 1M:   3.430
Avg. volume 1M:   0.000
Avg. price 6M:   2.861
Avg. volume 6M:   0.000
Avg. price 1Y:   2.399
Avg. volume 1Y:   0.000
Volatility 1M:   25.19%
Volatility 6M:   38.39%
Volatility 1Y:   48.34%
Volatility 3Y:   -