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Soc. Generale Call 70 BNR 20.09.2.../  DE000SQ72UF9  /

Frankfurt Zert./SG
2024-07-05  12:53:41 PM Chg.+0.005 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.090EUR +5.88% 0.090
Bid Size: 40,000		 0.100
Ask Size: 40,000		 BRENNTAG SE NA O.N. 70.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-01-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.83
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.58
Time value: 0.10
Break-even: 70.96
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 11.63%
Delta: 0.25
Theta: -0.02
Omega: 16.49
Rho: 0.03
 

Quote data

Open: 0.086
High: 0.090
Low: 0.086
Previous Close: 0.085
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -35.71%
3 Months
  -89.29%
YTD
  -94.41%
1 Year
  -91.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.070
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: 1.740 0.070
High (YTD): 2024-03-01 1.740
Low (YTD): 2024-07-01 0.070
52W High: 2024-03-01 1.740
52W Low: 2024-07-01 0.070
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.852
Avg. volume 6M:   0.000
Avg. price 1Y:   0.967
Avg. volume 1Y:   0.000
Volatility 1M:   161.11%
Volatility 6M:   148.43%
Volatility 1Y:   118.87%
Volatility 3Y:   -