Soc. Generale Call 70 BNR 20.09.2024
/ DE000SQ72UF9
Soc. Generale Call 70 BNR 20.09.2.../ DE000SQ72UF9 /
7/12/2024 4:56:03 PM |
Chg.-0.003 |
Bid5:22:59 PM |
Ask5:22:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-3.75% |
0.079 Bid Size: 40,000 |
0.089 Ask Size: 40,000 |
BRENNTAG SE NA O.N. |
70.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SQ72UF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
1/18/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
71.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.67 |
Time value: |
0.09 |
Break-even: |
70.89 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.01 |
Spread %: |
12.66% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
15.99 |
Rho: |
0.03 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.064 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.94% |
1 Month |
|
|
-57.22% |
3 Months |
|
|
-90.61% |
YTD |
|
|
-95.22% |
1 Year |
|
|
-93.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.081 |
0.058 |
1M High / 1M Low: |
0.180 |
0.058 |
6M High / 6M Low: |
1.740 |
0.058 |
High (YTD): |
3/1/2024 |
1.740 |
Low (YTD): |
7/9/2024 |
0.058 |
52W High: |
3/1/2024 |
1.740 |
52W Low: |
7/9/2024 |
0.058 |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.797 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.949 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
187.39% |
Volatility 6M: |
|
156.48% |
Volatility 1Y: |
|
123.74% |
Volatility 3Y: |
|
- |