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Soc. Generale Call 54 HEI 20.09.2.../  DE000SQ6UBL9  /

Frankfurt Zert./SG
2024-06-21  9:40:42 PM Chg.-0.110 Bid9:56:50 PM Ask9:56:50 PM Underlying Strike price Expiration date Option type
4.080EUR -2.63% 4.090
Bid Size: 2,000		 4.170
Ask Size: 2,000		 HEIDELBERG MATERIALS... 54.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBL
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 4.10
Intrinsic value: 4.05
Implied volatility: 0.73
Historic volatility: 0.23
Parity: 4.05
Time value: 0.11
Break-even: 95.60
Moneyness: 1.75
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.96
Theta: -0.02
Omega: 2.18
Rho: 0.12
 

Quote data

Open: 4.190
High: 4.190
Low: 3.990
Previous Close: 4.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month
  -5.99%
3 Months
  -9.93%
YTD  
+46.24%
1 Year  
+84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.310 4.080
1M High / 1M Low: 4.630 4.060
6M High / 6M Low: 4.850 2.540
High (YTD): 2024-05-15 4.850
Low (YTD): 2024-01-03 2.540
52W High: 2024-05-15 4.850
52W Low: 2023-10-20 1.500
Avg. price 1W:   4.204
Avg. volume 1W:   0.000
Avg. price 1M:   4.287
Avg. volume 1M:   0.000
Avg. price 6M:   3.785
Avg. volume 6M:   0.000
Avg. price 1Y:   2.948
Avg. volume 1Y:   0.000
Volatility 1M:   48.58%
Volatility 6M:   53.29%
Volatility 1Y:   62.83%
Volatility 3Y:   -