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Soc. Generale Call 68 BNR 20.09.2.../  DE000SQ72UE2  /

Frankfurt Zert./SG
6/28/2024  9:48:44 PM Chg.-0.020 Bid6/28/2024 Ask6/28/2024 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 BRENNTAG SE NA O.N. 68.00 EUR 9/20/2024 Call
 

Master data

WKN: SQ72UE
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 9/20/2024
Issue date: 1/18/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.97
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.50
Time value: 0.14
Break-even: 69.40
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.31
Theta: -0.02
Omega: 13.76
Rho: 0.04
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -40.00%
3 Months
  -89.38%
YTD
  -93.26%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.120
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 1.910 0.120
High (YTD): 3/1/2024 1.910
Low (YTD): 6/28/2024 0.120
52W High: 3/1/2024 1.910
52W Low: 6/28/2024 0.120
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.028
Avg. volume 6M:   0.000
Avg. price 1Y:   1.107
Avg. volume 1Y:   0.000
Volatility 1M:   197.47%
Volatility 6M:   135.73%
Volatility 1Y:   110.01%
Volatility 3Y:   -