Soc. Generale Put 80 BMY 21.06.2024
/ DE000SQ6K9W9
Soc. Generale Put 80 BMY 21.06.20.../ DE000SQ6K9W9 /
2024-06-05 9:45:36 PM |
Chg.+0.040 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.560EUR |
+1.14% |
- Bid Size: - |
- Ask Size: - |
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: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.47% |
1 Month |
|
|
+6.27% |
3 Months |
|
|
+45.31% |
YTD |
|
|
+36.40% |
1 Year |
|
|
+152.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.650 |
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: |
|
3.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.868 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.408 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
24.76% |
Volatility 6M: |
|
38.31% |
Volatility 1Y: |
|
48.28% |
Volatility 3Y: |
|
- |