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

Frankfurt Zert./SG
7/17/2024  3:14:38 PM Chg.+0.006 Bid3:50:25 PM Ask3:50:25 PM Underlying Strike price Expiration date Option type
0.076EUR +8.57% 0.080
Bid Size: 40,000		 0.090
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: 75.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.63
Time value: 0.08
Break-even: 70.84
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.22
Theta: -0.02
Omega: 16.88
Rho: 0.02
 

Quote data

Open: 0.066
High: 0.076
Low: 0.066
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.04%
1 Month
  -45.71%
3 Months
  -89.87%
YTD
  -95.28%
1 Year
  -92.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.064
1M High / 1M Low: 0.140 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:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.765
Avg. volume 6M:   0.000
Avg. price 1Y:   0.937
Avg. volume 1Y:   0.000
Volatility 1M:   194.16%
Volatility 6M:   158.62%
Volatility 1Y:   124.55%
Volatility 3Y:   -