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

EUWAX
2024-06-14  12:07:14 PM Chg.-0.060 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.110EUR -35.29% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 64.00 - 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 -
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.71
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.14
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.14
Time value: 0.06
Break-even: 66.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.07
Omega: 23.12
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.130
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -85.71%
3 Months
  -92.67%
YTD
  -94.50%
1 Year
  -92.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.170
1M High / 1M Low: 0.770 0.140
6M High / 6M Low: 2.240 0.140
High (YTD): 2024-03-01 2.240
Low (YTD): 2024-06-04 0.140
52W High: 2024-03-01 2.240
52W Low: 2024-06-04 0.140
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   1.378
Avg. volume 6M:   0.000
Avg. price 1Y:   1.350
Avg. volume 1Y:   0.000
Volatility 1M:   411.09%
Volatility 6M:   187.36%
Volatility 1Y:   141.75%
Volatility 3Y:   -