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Soc. Generale Call 58 HEI 20.09.2.../  DE000SQ6UBN5  /

Frankfurt Zert./SG
2024-06-21  9:42:52 PM Chg.-0.100 Bid9:58:44 PM Ask9:58:44 PM Underlying Strike price Expiration date Option type
3.690EUR -2.64% 3.700
Bid Size: 2,000		 3.780
Ask Size: 2,000		 HEIDELBERG MATERIALS... 58.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBN
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 3.65
Implied volatility: 0.64
Historic volatility: 0.23
Parity: 3.65
Time value: 0.11
Break-even: 95.60
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.96
Theta: -0.02
Omega: 2.41
Rho: 0.13
 

Quote data

Open: 3.790
High: 3.790
Low: 3.610
Previous Close: 3.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month
  -6.58%
3 Months
  -10.87%
YTD  
+53.75%
1 Year  
+95.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.920 3.690
1M High / 1M Low: 4.230 3.670
6M High / 6M Low: 4.460 2.180
High (YTD): 2024-05-10 4.460
Low (YTD): 2024-01-03 2.180
52W High: 2024-05-10 4.460
52W Low: 2023-10-20 1.220
Avg. price 1W:   3.810
Avg. volume 1W:   0.000
Avg. price 1M:   3.892
Avg. volume 1M:   0.000
Avg. price 6M:   3.392
Avg. volume 6M:   0.000
Avg. price 1Y:   2.590
Avg. volume 1Y:   0.000
Volatility 1M:   51.26%
Volatility 6M:   59.07%
Volatility 1Y:   69.85%
Volatility 3Y:   -