Soc. Generale Put 70 BMY 20.09.2024
/ DE000SV6QT48
Soc. Generale Put 70 BMY 20.09.20.../ DE000SV6QT48 /
| 2024-05-30 9:37:03 PM |
Chg.+0.010 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
+0.36% |
2.770
Bid Size: 10,000 |
2.780
Ask Size: 10,000 |
Bristol Myers Squibb... |
70.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QT4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.19 |
| Parity: |
2.75 |
| Time value: |
0.03 |
| Break-even: |
37.01 |
| Moneyness: |
1.74 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-1.14 |
| Rho: |
-0.18 |
Quote data
| Open: |
2.750 |
| High: |
2.760 |
| Low: |
2.730 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+14.52% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
+60.47% |
| 1 Year |
|
|
+206.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.630 |
| 1M High / 1M Low: |
2.750 |
2.320 |
| 6M High / 6M Low: |
2.750 |
1.450 |
| High (YTD): |
2024-05-29 |
2.750 |
| Low (YTD): |
2024-03-28 |
1.450 |
| 52W High: |
2024-05-29 |
2.750 |
| 52W Low: |
2023-07-21 |
0.710 |
| Avg. price 1W: |
|
2.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.507 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
28.92% |
| Volatility 6M: |
|
57.10% |
| Volatility 1Y: |
|
67.78% |
| Volatility 3Y: |
|
- |
