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

EUWAX
2024-07-26  4:08:33 PM Chg.+0.005 Bid4:33:06 PM Ask4:33:06 PM 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: 70.74
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.49
Time value: 0.09
Break-even: 70.92
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 12.20%
Delta: 0.26
Theta: -0.02
Omega: 18.16
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.090
Low: 0.079
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month
  -9.09%
3 Months
  -87.67%
YTD
  -94.30%
1 Year
  -90.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.082
1M High / 1M Low: 0.110 0.057
6M High / 6M Low: 1.730 0.057
High (YTD): 2024-03-01 1.730
Low (YTD): 2024-07-09 0.057
52W High: 2024-03-01 1.730
52W Low: 2024-07-09 0.057
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   257.08%
Volatility 6M:   172.95%
Volatility 1Y:   133.18%
Volatility 3Y:   -