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Soc. Generale Call 64 BNR 20.12.2.../  DE000SQ72UV6  /

EUWAX
2024-07-29  6:11:36 PM Chg.0.000 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.540EUR 0.00% 0.540
Bid Size: 6,000		 0.570
Ask Size: 6,000		 BRENNTAG SE NA O.N. 64.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ72UV
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-12-20
Issue date: 2023-01-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.54
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.18
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.18
Time value: 0.39
Break-even: 69.70
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.63
Theta: -0.02
Omega: 7.29
Rho: 0.14
 

Quote data

Open: 0.540
High: 0.560
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+22.73%
3 Months
  -59.70%
YTD
  -75.12%
1 Year
  -64.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.510
1M High / 1M Low: 0.540 0.410
6M High / 6M Low: 2.350 0.410
High (YTD): 2024-03-01 2.350
Low (YTD): 2024-07-15 0.410
52W High: 2024-03-01 2.350
52W Low: 2024-07-15 0.410
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   1.201
Avg. volume 6M:   0.000
Avg. price 1Y:   1.414
Avg. volume 1Y:   0.000
Volatility 1M:   106.68%
Volatility 6M:   98.37%
Volatility 1Y:   81.06%
Volatility 3Y:   -