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

Frankfurt Zert./SG
2024-05-20  4:37:59 PM Chg.-0.012 Bid5:24:36 PM Ask5:24:36 PM Underlying Strike price Expiration date Option type
0.098EUR -10.91% 0.099
Bid Size: 25,000		 0.110
Ask Size: 25,000		 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: 58.05
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.19
Parity: -0.03
Time value: 0.12
Break-even: 71.20
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.50
Theta: -0.02
Omega: 28.77
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -86.00%
1 Month
  -82.81%
3 Months
  -92.28%
YTD
  -93.64%
1 Year
  -92.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.110
1M High / 1M Low: 0.770 0.110
6M High / 6M Low: 1.690 0.110
High (YTD): 2024-03-01 1.690
Low (YTD): 2024-05-17 0.110
52W High: 2024-03-01 1.690
52W Low: 2024-05-17 0.110
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   1.077
Avg. volume 6M:   0.000
Avg. price 1Y:   1.007
Avg. volume 1Y:   0.000
Volatility 1M:   305.18%
Volatility 6M:   150.45%
Volatility 1Y:   122.76%
Volatility 3Y:   -