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

EUWAX
2024-07-25  6:12:55 PM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% -
Bid Size: -		 -
Ask Size: -		 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: -12.80
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.47
Time value: 0.04
Break-even: 64.90
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.00%
Delta: -0.75
Theta: -0.01
Omega: -9.66
Rho: -0.08
 

Quote data

Open: 0.520
High: 0.600
Low: 0.510
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month
  -20.31%
3 Months  
+64.52%
YTD  
+131.82%
1 Year
  -44.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.490
1M High / 1M Low: 0.680 0.480
6M High / 6M Low: 0.680 0.120
High (YTD): 2024-07-15 0.680
Low (YTD): 2024-03-01 0.120
52W High: 2023-08-04 0.960
52W Low: 2024-03-01 0.120
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   111.42%
Volatility 6M:   195.57%
Volatility 1Y:   149.46%
Volatility 3Y:   -