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Soc. Generale Call 64 HEI 20.09.2.../  DE000SQ6UBR6  /

Frankfurt Zert./SG
2024-06-14  9:35:32 PM Chg.-0.180 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
3.220EUR -5.29% 3.230
Bid Size: 2,000		 3.320
Ask Size: 2,000		 HEIDELBERG MATERIALS... 64.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBR
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 3.19
Intrinsic value: 3.13
Implied volatility: 0.58
Historic volatility: 0.23
Parity: 3.13
Time value: 0.15
Break-even: 96.80
Moneyness: 1.49
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.61%
Delta: 0.93
Theta: -0.02
Omega: 2.71
Rho: 0.15
 

Quote data

Open: 3.400
High: 3.400
Low: 3.210
Previous Close: 3.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.94%
1 Month
  -10.06%
3 Months  
+9.52%
YTD  
+71.28%
1 Year  
+119.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.520 3.160
1M High / 1M Low: 3.650 3.100
6M High / 6M Low: 3.860 1.680
High (YTD): 2024-05-10 3.860
Low (YTD): 2024-01-03 1.680
52W High: 2024-05-10 3.860
52W Low: 2023-10-20 0.850
Avg. price 1W:   3.312
Avg. volume 1W:   0.000
Avg. price 1M:   3.363
Avg. volume 1M:   0.000
Avg. price 6M:   2.772
Avg. volume 6M:   0.000
Avg. price 1Y:   2.050
Avg. volume 1Y:   0.000
Volatility 1M:   59.43%
Volatility 6M:   68.91%
Volatility 1Y:   82.92%
Volatility 3Y:   -