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Soc. Generale Call 64 BNR 21.06.2.../  DE000SQ71PV8  /

Frankfurt Zert./SG
2024-05-24  9:44:34 PM Chg.-0.080 Bid9:55:58 PM Ask9:55:58 PM Underlying Strike price Expiration date Option type
0.190EUR -29.63% 0.200
Bid Size: 10,000		 0.230
Ask Size: 10,000		 BRENNTAG SE NA O.N. 64.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71PV
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.58
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.11
Implied volatility: 0.21
Historic volatility: 0.19
Parity: 0.11
Time value: 0.11
Break-even: 66.20
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.64
Theta: -0.03
Omega: 19.03
Rho: 0.03
 

Quote data

Open: 0.210
High: 0.210
Low: 0.190
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.15%
1 Month
  -83.76%
3 Months
  -90.69%
YTD
  -90.78%
1 Year
  -87.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.190
1M High / 1M Low: 1.360 0.190
6M High / 6M Low: 2.250 0.190
High (YTD): 2024-03-01 2.250
Low (YTD): 2024-05-24 0.190
52W High: 2024-03-01 2.250
52W Low: 2024-05-24 0.190
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.888
Avg. volume 1M:   0.000
Avg. price 6M:   1.541
Avg. volume 6M:   0.000
Avg. price 1Y:   1.425
Avg. volume 1Y:   0.000
Volatility 1M:   215.73%
Volatility 6M:   117.69%
Volatility 1Y:   98.81%
Volatility 3Y:   -