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

EUWAX
2024-05-09  8:26:21 AM Chg.+0.04 Bid11:04:42 AM Ask11:04:42 AM Underlying Strike price Expiration date Option type
3.36EUR +1.20% 3.36
Bid Size: 10,000		 3.40
Ask Size: 10,000		 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: -1.20
Leverage: Yes

Calculated values

Fair value: 3.38
Intrinsic value: 3.38
Implied volatility: 1.07
Historic volatility: 0.19
Parity: 3.38
Time value: 0.01
Break-even: 40.54
Moneyness: 1.83
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.30%
Delta: -0.93
Theta: -0.02
Omega: -1.11
Rho: -0.08
 

Quote data

Open: 3.36
High: 3.36
Low: 3.36
Previous Close: 3.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month  
+28.74%
3 Months  
+17.48%
YTD  
+28.74%
1 Year  
+175.41%
3 Years     -
5 Years     -
1W High / 1W Low: 3.33 3.29
1M High / 1M Low: 3.33 2.56
6M High / 6M Low: 3.33 2.31
High (YTD): 2024-05-07 3.33
Low (YTD): 2024-03-13 2.31
52W High: 2024-05-07 3.33
52W Low: 2023-05-10 1.18
Avg. price 1W:   3.31
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   2.74
Avg. volume 6M:   0.00
Avg. price 1Y:   2.23
Avg. volume 1Y:   0.00
Volatility 1M:   51.03%
Volatility 6M:   37.09%
Volatility 1Y:   51.98%
Volatility 3Y:   -