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Soc. Generale Put 70 BNR 20.09.20.../  DE000SQ72UU8  /

Frankfurt Zert./SG
2024-07-26  9:46:00 PM Chg.-0.060 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.460EUR -11.54% 0.450
Bid Size: 6,700		 0.480
Ask Size: 6,700		 BRENNTAG SE NA O.N. 70.00 EUR 2024-09-20 Put
 

Master data

WKN: SQ72UU
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
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: -14.00
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.42
Time value: 0.05
Break-even: 65.30
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.74
Theta: -0.01
Omega: -10.29
Rho: -0.08
 

Quote data

Open: 0.520
High: 0.540
Low: 0.460
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month
  -33.33%
3 Months  
+48.39%
YTD  
+109.09%
1 Year
  -45.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.460
1M High / 1M Low: 0.690 0.460
6M High / 6M Low: 0.690 0.120
High (YTD): 2024-07-15 0.690
Low (YTD): 2024-03-01 0.120
52W High: 2023-08-04 0.990
52W Low: 2024-03-01 0.120
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   0.000
Volatility 1M:   122.98%
Volatility 6M:   184.09%
Volatility 1Y:   142.89%
Volatility 3Y:   -