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

EUWAX
29/07/2024  17:07:47 Chg.0.000 Bid17:12:52 Ask17:12:52 Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.170
Bid Size: 30,000		 0.180
Ask Size: 30,000		 BRENNTAG SE NA O.N. 68.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 18/01/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.54
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.22
Time value: 0.18
Break-even: 69.80
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.41
Theta: -0.03
Omega: 14.90
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+33.33%
3 Months
  -82.22%
YTD
  -90.80%
1 Year
  -86.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.170 0.099
6M High / 6M Low: 1.900 0.099
High (YTD): 01/03/2024 1.900
Low (YTD): 15/07/2024 0.099
52W High: 01/03/2024 1.900
52W Low: 15/07/2024 0.099
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   1.027
Avg. volume 1Y:   0.000
Volatility 1M:   233.20%
Volatility 6M:   159.91%
Volatility 1Y:   123.64%
Volatility 3Y:   -