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

Frankfurt Zert./SG
28/06/2024  21:35:41 Chg.-0.015 Bid21:58:32 Ask21:58:32 Underlying Strike price Expiration date Option type
0.075EUR -16.67% 0.075
Bid Size: 10,000		 0.085
Ask Size: 10,000		 BRENNTAG SE NA O.N. 70.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 18/01/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.70
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.70
Time value: 0.09
Break-even: 70.93
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.23
Theta: -0.02
Omega: 15.27
Rho: 0.03
 

Quote data

Open: 0.081
High: 0.086
Low: 0.074
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -46.43%
3 Months
  -92.42%
YTD
  -95.34%
1 Year
  -93.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.075
1M High / 1M Low: 0.190 0.075
6M High / 6M Low: 1.740 0.075
High (YTD): 01/03/2024 1.740
Low (YTD): 28/06/2024 0.075
52W High: 01/03/2024 1.740
52W Low: 28/06/2024 0.075
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   0.984
Avg. volume 1Y:   0.000
Volatility 1M:   213.12%
Volatility 6M:   145.88%
Volatility 1Y:   117.76%
Volatility 3Y:   -