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Soc. Generale Put 70 BNR 21.06.20.../  DE000SQ71QB8  /

EUWAX
2024-05-24  6:09:37 PM Chg.+0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.490EUR +16.67% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 70.00 EUR 2024-06-21 Put
 

Master data

WKN: SQ71QB
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
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: -14.02
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.27
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 0.27
Time value: 0.21
Break-even: 65.20
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.59
Theta: -0.05
Omega: -8.30
Rho: -0.03
 

Quote data

Open: 0.430
High: 0.520
Low: 0.430
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month  
+345.45%
3 Months  
+544.74%
YTD  
+415.79%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.290
1M High / 1M Low: 0.490 0.038
6M High / 6M Low: 0.490 0.038
High (YTD): 2024-05-24 0.490
Low (YTD): 2024-05-13 0.038
52W High: 2023-07-19 0.880
52W Low: 2024-05-13 0.038
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   1,488.76%
Volatility 6M:   622.39%
Volatility 1Y:   442.02%
Volatility 3Y:   -