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Soc. Generale Call 80 BNR 20.12.2.../  DE000SQ72U33  /

Frankfurt Zert./SG
2024-06-07  12:06:56 PM Chg.+0.002 Bid12:12:58 PM Ask12:12:58 PM Underlying Strike price Expiration date Option type
0.095EUR +2.15% 0.090
Bid Size: 35,000		 0.100
Ask Size: 35,000		 BRENNTAG SE NA O.N. 80.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ72U3
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-12-20
Issue date: 2023-01-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.87
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.52
Time value: 0.11
Break-even: 81.10
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 18.28%
Delta: 0.18
Theta: -0.01
Omega: 10.59
Rho: 0.06
 

Quote data

Open: 0.096
High: 0.096
Low: 0.090
Previous Close: 0.093
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -79.35%
3 Months
  -87.16%
YTD
  -91.04%
1 Year
  -90.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.093
1M High / 1M Low: 0.530 0.071
6M High / 6M Low: 1.140 0.071
High (YTD): 2024-03-01 1.140
Low (YTD): 2024-05-29 0.071
52W High: 2024-03-01 1.140
52W Low: 2024-05-29 0.071
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.684
Avg. volume 1Y:   0.000
Volatility 1M:   322.70%
Volatility 6M:   162.69%
Volatility 1Y:   129.65%
Volatility 3Y:   -