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

EUWAX
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:   -