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Soc. Generale Call 66 BNR 20.12.2.../  DE000SQ72UW4  /

Frankfurt Zert./SG
04/10/2024  21:35:12 Chg.+0.030 Bid04/10/2024 Ask04/10/2024 Underlying Strike price Expiration date Option type
0.370EUR +8.82% 0.370
Bid Size: 8,200		 0.390
Ask Size: 8,200		 BRENNTAG SE NA O.N. 66.00 EUR 20/12/2024 Call
 

Master data

WKN: SQ72UW
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 20/12/2024
Issue date: 18/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.48
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.04
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.04
Time value: 0.34
Break-even: 69.80
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.57
Theta: -0.02
Omega: 9.92
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.390
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month  
+37.04%
3 Months
  -2.63%
YTD
  -81.68%
1 Year
  -71.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.410 0.120
6M High / 6M Low: 1.370 0.120
High (YTD): 01/03/2024 2.190
Low (YTD): 25/09/2024 0.120
52W High: 01/03/2024 2.190
52W Low: 25/09/2024 0.120
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   50
Avg. price 6M:   0.563
Avg. volume 6M:   7.752
Avg. price 1Y:   1.069
Avg. volume 1Y:   3.937
Volatility 1M:   571.98%
Volatility 6M:   253.67%
Volatility 1Y:   185.25%
Volatility 3Y:   -