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Soc. Generale Call 76 BNR 21.06.2.../  DE000SQ71P15  /

EUWAX
2024-05-20  3:05:31 PM Chg.-0.002 Bid3:14:07 PM Ask3:14:07 PM Underlying Strike price Expiration date Option type
0.007EUR -22.22% 0.006
Bid Size: 25,000		 0.020
Ask Size: 25,000		 BRENNTAG SE NA O.N. 76.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71P1
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 348.30
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.63
Time value: 0.02
Break-even: 76.20
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.78
Spread abs.: 0.01
Spread %: 122.22%
Delta: 0.10
Theta: -0.01
Omega: 34.32
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.006
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.41%
1 Month
  -96.96%
3 Months
  -99.11%
YTD
  -99.30%
1 Year
  -99.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.009
1M High / 1M Low: 0.290 0.009
6M High / 6M Low: 1.170 0.009
High (YTD): 2024-03-01 1.170
Low (YTD): 2024-05-17 0.009
52W High: 2024-03-01 1.170
52W Low: 2024-05-17 0.009
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.646
Avg. volume 1Y:   0.000
Volatility 1M:   432.32%
Volatility 6M:   204.90%
Volatility 1Y:   161.76%
Volatility 3Y:   -