Soc. Generale Call 68 BNR 20.09.2024
/ DE000SQ72UE2
Soc. Generale Call 68 BNR 20.09.2.../ DE000SQ72UE2 /
05/09/2024 15:07:13 |
Chg.-0.024 |
Bid16:05:13 |
Ask16:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
-32.00% |
0.047 Bid Size: 20,000 |
0.057 Ask Size: 20,000 |
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: |
76.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.13 |
Time value: |
0.09 |
Break-even: |
68.87 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.01 |
Spread %: |
12.99% |
Delta: |
0.37 |
Theta: |
-0.05 |
Omega: |
28.74 |
Rho: |
0.01 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.051 |
Previous Close: |
0.075 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-57.50% |
1 Month |
|
|
-60.77% |
3 Months |
|
|
-75.71% |
YTD |
|
|
-97.07% |
1 Year |
|
|
-96.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.075 |
1M High / 1M Low: |
0.130 |
0.030 |
6M High / 6M Low: |
1.810 |
0.030 |
High (YTD): |
01/03/2024 |
1.900 |
Low (YTD): |
22/08/2024 |
0.030 |
52W High: |
01/03/2024 |
1.900 |
52W Low: |
22/08/2024 |
0.030 |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.498 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.913 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
516.96% |
Volatility 6M: |
|
263.09% |
Volatility 1Y: |
|
193.28% |
Volatility 3Y: |
|
- |