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Soc. Generale Put 40 CMCSA 21.06..../  DE000SQ62J22  /

EUWAX
5/22/2024  9:19:22 AM Chg.0.000 Bid3:55:22 PM Ask3:55:22 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.140
Bid Size: 400,000		 0.150
Ask Size: 400,000		 Comcast Corporation 40.00 USD 6/21/2024 Put
 

Master data

WKN: SQ62J2
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 6/21/2024
Issue date: 1/6/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.10
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.07
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 0.07
Time value: 0.05
Break-even: 35.65
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.60
Theta: -0.01
Omega: -18.08
Rho: -0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -15.38%
3 Months
  -15.38%
YTD
  -8.33%
1 Year
  -67.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.240 0.096
6M High / 6M Low: 0.240 0.047
High (YTD): 4/26/2024 0.240
Low (YTD): 1/30/2024 0.047
52W High: 5/25/2023 0.420
52W Low: 1/30/2024 0.047
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   580.73%
Volatility 6M:   299.38%
Volatility 1Y:   231.25%
Volatility 3Y:   -