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

EUWAX
2024-07-25  6:12:51 PM Chg.-0.010 Bid7:50:02 AM Ask7:50:02 AM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.200
Bid Size: 10,000		 0.230
Ask Size: 10,000		 BRENNTAG SE NA O.N. 66.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-01-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.12
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.07
Time value: 0.25
Break-even: 68.50
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.50
Theta: -0.03
Omega: 13.08
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.220
Low: 0.180
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month     0.00%
3 Months
  -78.43%
YTD
  -88.48%
1 Year
  -81.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: 2.070 0.150
High (YTD): 2024-03-01 2.070
Low (YTD): 2024-07-15 0.150
52W High: 2024-03-01 2.070
52W Low: 2024-07-15 0.150
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.938
Avg. volume 6M:   0.000
Avg. price 1Y:   1.161
Avg. volume 1Y:   0.000
Volatility 1M:   201.68%
Volatility 6M:   144.37%
Volatility 1Y:   112.38%
Volatility 3Y:   -