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

EUWAX
2024-05-24  6:09:36 PM Chg.+0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.024EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 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: 185.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.49
Time value: 0.04
Break-even: 70.35
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.87
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.16
Theta: -0.02
Omega: 29.21
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.024
Low: 0.007
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.18%
1 Month
  -96.00%
3 Months
  -98.40%
YTD
  -98.38%
1 Year
  -97.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.020
1M High / 1M Low: 0.770 0.020
6M High / 6M Low: 1.680 0.020
High (YTD): 2024-03-01 1.680
Low (YTD): 2024-05-23 0.020
52W High: 2024-03-01 1.680
52W Low: 2024-05-23 0.020
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   1.032
Avg. volume 6M:   184.984
Avg. price 1Y:   0.985
Avg. volume 1Y:   89.602
Volatility 1M:   350.36%
Volatility 6M:   175.75%
Volatility 1Y:   138.78%
Volatility 3Y:   -