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

EUWAX
2024-07-25  6:12:58 PM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.330EUR -2.94% -
Bid Size: -		 -
Ask Size: -		 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: 17.65
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.13
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.13
Time value: 0.24
Break-even: 67.70
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.61
Theta: -0.03
Omega: 10.85
Rho: 0.06
 

Quote data

Open: 0.310
High: 0.330
Low: 0.280
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month  
+3.13%
3 Months
  -72.03%
YTD
  -84.13%
1 Year
  -74.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.380 0.230
6M High / 6M Low: 2.250 0.230
High (YTD): 2024-03-01 2.250
Low (YTD): 2024-07-15 0.230
52W High: 2024-03-01 2.250
52W Low: 2024-07-15 0.230
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   1.079
Avg. volume 6M:   0.000
Avg. price 1Y:   1.302
Avg. volume 1Y:   0.000
Volatility 1M:   175.11%
Volatility 6M:   127.66%
Volatility 1Y:   100.75%
Volatility 3Y:   -