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

EUWAX
2024-07-26  6:12:39 PM Chg.+0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.370EUR +12.12% -
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: 16.45
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.18
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.18
Time value: 0.22
Break-even: 68.00
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.64
Theta: -0.03
Omega: 10.51
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.370
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month  
+37.04%
3 Months
  -68.64%
YTD
  -82.21%
1 Year
  -73.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
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:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   1.298
Avg. volume 1Y:   0.000
Volatility 1M:   176.86%
Volatility 6M:   128.55%
Volatility 1Y:   101.51%
Volatility 3Y:   -