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

EUWAX
2024-07-05  8:36:56 AM Chg.-0.010 Bid10:02:24 AM Ask10:02:24 AM Underlying Strike price Expiration date Option type
0.590EUR -1.67% 0.590
Bid Size: 15,000		 0.600
Ask Size: 15,000		 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: -10.35
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.58
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.58
Time value: 0.04
Break-even: 63.80
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.76
Theta: -0.01
Omega: -7.87
Rho: -0.12
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.24%
1 Month  
+7.27%
3 Months  
+126.92%
YTD  
+168.18%
1 Year
  -32.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.600
1M High / 1M Low: 0.680 0.440
6M High / 6M Low: 0.680 0.120
High (YTD): 2024-07-02 0.680
Low (YTD): 2024-03-01 0.120
52W High: 2023-07-19 0.990
52W Low: 2024-03-01 0.120
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   145.25%
Volatility 6M:   194.56%
Volatility 1Y:   147.39%
Volatility 3Y:   -