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Soc. Generale Call 64 BNR 20.09.2.../  DE000SQ72UC6  /

Frankfurt Zert./SG
2024-06-26  9:45:15 PM Chg.-0.050 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.320
Bid Size: 9,400		 0.340
Ask Size: 9,400		 BRENNTAG SE NA O.N. 64.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ72UC
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-09-20
Issue date: 2023-01-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.08
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.08
Time value: 0.31
Break-even: 67.90
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.59
Theta: -0.02
Omega: 9.82
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.300
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -30.43%
3 Months
  -79.49%
YTD
  -84.54%
1 Year
  -78.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.490 0.320
6M High / 6M Low: 2.270 0.320
High (YTD): 2024-03-01 2.270
Low (YTD): 2024-06-26 0.320
52W High: 2024-03-01 2.270
52W Low: 2024-06-26 0.320
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   1.348
Avg. volume 6M:   0.000
Avg. price 1Y:   1.391
Avg. volume 1Y:   0.000
Volatility 1M:   153.39%
Volatility 6M:   108.79%
Volatility 1Y:   90.65%
Volatility 3Y:   -