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Soc. Generale Put 800 BLK 21.06.2.../  DE000SQ6RJR5  /

EUWAX
2024-05-28  9:19:11 AM Chg.- Bid9:05:04 AM Ask9:05:04 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.370
Bid Size: 8,200		 0.400
Ask Size: 8,200		 BlackRock Inc 800.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6RJR
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Put
Strike price: 800.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-23
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -28.80
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.17
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.17
Time value: 0.08
Break-even: 711.56
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 8.70%
Delta: -0.63
Theta: -0.27
Omega: -18.11
Rho: -0.31
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month
  -40.91%
3 Months
  -23.53%
YTD
  -38.10%
1 Year
  -81.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.490 0.140
6M High / 6M Low: 0.720 0.140
High (YTD): 2024-04-19 0.650
Low (YTD): 2024-05-20 0.140
52W High: 2023-10-27 1.920
52W Low: 2024-05-20 0.140
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.844
Avg. volume 1Y:   0.000
Volatility 1M:   289.20%
Volatility 6M:   198.83%
Volatility 1Y:   151.05%
Volatility 3Y:   -