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

Frankfurt Zert./SG
7/12/2024  2:31:31 PM Chg.-0.011 Bid3:01:54 PM Ask3:01:54 PM Underlying Strike price Expiration date Option type
0.069EUR -13.75% 0.071
Bid Size: 40,000		 0.081
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
  -14.81%
1 Month
  -61.67%
3 Months
  -91.59%
YTD
  -95.71%
1 Year
  -93.78%
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:   -