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

EUWAX
2024-06-10  9:46:19 AM Chg.+0.060 Bid6:24:07 PM Ask6:24:07 PM Underlying Strike price Expiration date Option type
0.300EUR +25.00% 0.360
Bid Size: 70,000		 0.370
Ask Size: 70,000		 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: -22.29
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.29
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.29
Time value: 0.03
Break-even: 710.20
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.23%
Delta: -0.79
Theta: -0.37
Omega: -17.66
Rho: -0.18
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+20.00%
3 Months  
+20.00%
YTD
  -28.57%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.470 0.140
6M High / 6M Low: 0.670 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:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.806
Avg. volume 1Y:   0.000
Volatility 1M:   352.77%
Volatility 6M:   218.44%
Volatility 1Y:   164.37%
Volatility 3Y:   -