OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
09/08/2024  13:14:34 Chg.+0.040 Bid13:56:57 Ask13:56:57 Underlying Strike price Expiration date Option type
0.260EUR +18.18% 0.250
Bid Size: 20,000		 0.260
Ask Size: 20,000		 BRENNTAG SE NA O.N. 64.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 18/01/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.51
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.04
Time value: 0.24
Break-even: 66.40
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.51
Theta: -0.03
Omega: 13.57
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.280
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month  
+4.00%
3 Months
  -81.16%
YTD
  -87.44%
1 Year
  -79.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.220
1M High / 1M Low: 0.380 0.220
6M High / 6M Low: 2.270 0.220
High (YTD): 01/03/2024 2.270
Low (YTD): 08/08/2024 0.220
52W High: 01/03/2024 2.270
52W Low: 08/08/2024 0.220
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.962
Avg. volume 6M:   0.000
Avg. price 1Y:   1.265
Avg. volume 1Y:   0.000
Volatility 1M:   238.17%
Volatility 6M:   146.10%
Volatility 1Y:   112.48%
Volatility 3Y:   -