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Soc. Generale Call 70 BNR 21.06.2.../  DE000SQ71PY2  /

Frankfurt Zert./SG
2024-05-23  1:24:21 PM Chg.-0.002 Bid1:52:14 PM Ask1:52:14 PM Underlying Strike price Expiration date Option type
0.024EUR -7.69% 0.023
Bid Size: 30,000		 0.033
Ask Size: 30,000		 BRENNTAG SE NA O.N. 70.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71PY
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 173.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.19
Parity: -0.22
Time value: 0.04
Break-even: 70.39
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.24
Theta: -0.02
Omega: 42.47
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.035
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -78.18%
1 Month
  -96.25%
3 Months
  -98.38%
YTD
  -98.44%
1 Year
  -97.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.026
1M High / 1M Low: 0.770 0.026
6M High / 6M Low: 1.690 0.026
High (YTD): 2024-03-01 1.690
Low (YTD): 2024-05-22 0.026
52W High: 2024-03-01 1.690
52W Low: 2024-05-22 0.026
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.995
Avg. volume 1Y:   0.000
Volatility 1M:   347.11%
Volatility 6M:   176.66%
Volatility 1Y:   139.20%
Volatility 3Y:   -