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Soc. Generale Call 66 BNR 20.09.2.../  DE000SQ72UD4  /

Frankfurt Zert./SG
7/5/2024  1:22:20 PM Chg.+0.020 Bid2:30:36 PM Ask2:30:36 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.220
Bid Size: 25,000		 0.230
Ask Size: 25,000		 BRENNTAG SE NA O.N. 66.00 EUR 9/20/2024 Call
 

Master data

WKN: SQ72UD
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 9/20/2024
Issue date: 1/18/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.90
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.18
Time value: 0.23
Break-even: 68.30
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.45
Theta: -0.02
Omega: 12.55
Rho: 0.06
 

Quote data

Open: 0.210
High: 0.240
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.78%
1 Month
  -25.81%
3 Months
  -79.82%
YTD
  -88.14%
1 Year
  -82.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.360 0.180
6M High / 6M Low: 2.080 0.180
High (YTD): 3/1/2024 2.080
Low (YTD): 7/1/2024 0.180
52W High: 3/1/2024 2.080
52W Low: 7/1/2024 0.180
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   1.117
Avg. volume 6M:   0.000
Avg. price 1Y:   1.222
Avg. volume 1Y:   0.000
Volatility 1M:   149.46%
Volatility 6M:   123.18%
Volatility 1Y:   100.77%
Volatility 3Y:   -