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Soc. Generale Call 56 HEI 20.09.2.../  DE000SQ6UBM7  /

Frankfurt Zert./SG
2024-06-21  9:40:06 PM Chg.-0.100 Bid9:58:23 PM Ask9:58:23 PM Underlying Strike price Expiration date Option type
3.890EUR -2.51% 3.890
Bid Size: 2,000		 3.970
Ask Size: 2,000		 HEIDELBERG MATERIALS... 56.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBM
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 3.85
Implied volatility: 0.68
Historic volatility: 0.23
Parity: 3.85
Time value: 0.11
Break-even: 95.60
Moneyness: 1.69
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.96
Theta: -0.02
Omega: 2.29
Rho: 0.13
 

Quote data

Open: 3.990
High: 3.990
Low: 3.790
Previous Close: 3.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.75%
1 Month
  -6.04%
3 Months
  -10.37%
YTD  
+50.19%
1 Year  
+89.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.110 3.890
1M High / 1M Low: 4.430 3.870
6M High / 6M Low: 4.650 2.370
High (YTD): 2024-05-15 4.650
Low (YTD): 2024-01-03 2.370
52W High: 2024-05-15 4.650
52W Low: 2023-10-20 1.360
Avg. price 1W:   4.008
Avg. volume 1W:   0.000
Avg. price 1M:   4.089
Avg. volume 1M:   0.000
Avg. price 6M:   3.589
Avg. volume 6M:   0.000
Avg. price 1Y:   2.768
Avg. volume 1Y:   0.000
Volatility 1M:   50.30%
Volatility 6M:   55.17%
Volatility 1Y:   65.78%
Volatility 3Y:   -