Soc. Generale Put 70 BMY 20.09.2024
/ DE000SV6QT48
Soc. Generale Put 70 BMY 20.09.20.../ DE000SV6QT48 /
2024-05-08 9:47:37 PM |
Chg.+0.020 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.440EUR |
+0.83% |
- Bid Size: - |
- Ask Size: - |
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: |
-1.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
2.41 |
Implied volatility: |
0.60 |
Historic volatility: |
0.19 |
Parity: |
2.41 |
Time value: |
0.01 |
Break-even: |
40.92 |
Moneyness: |
1.59 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
-0.85 |
Theta: |
-0.01 |
Omega: |
-1.44 |
Rho: |
-0.22 |
Quote data
Open: |
2.390 |
High: |
2.450 |
Low: |
2.380 |
Previous Close: |
2.420 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-0.41% |
1 Month |
|
|
+43.53% |
3 Months |
|
|
+29.79% |
YTD |
|
|
+41.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.420 |
1M High / 1M Low: |
2.450 |
1.700 |
6M High / 6M Low: |
2.450 |
1.450 |
High (YTD): |
2024-05-02 |
2.450 |
Low (YTD): |
2024-03-28 |
1.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.841 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.62% |
Volatility 6M: |
|
59.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |