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Soc. Generale Call 66 HEI 20.09.2.../  DE000SQ6UBS4  /

Frankfurt Zert./SG
2024-06-21  9:43:50 PM Chg.-0.100 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
2.910EUR -3.32% 2.920
Bid Size: 2,000		 3.000
Ask Size: 2,000		 HEIDELBERG MATERIALS... 66.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBS
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 2.85
Implied volatility: 0.52
Historic volatility: 0.23
Parity: 2.85
Time value: 0.13
Break-even: 95.80
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.68%
Delta: 0.94
Theta: -0.02
Omega: 2.98
Rho: 0.15
 

Quote data

Open: 3.010
High: 3.010
Low: 2.820
Previous Close: 3.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.32%
1 Month
  -8.20%
3 Months
  -13.13%
YTD  
+70.18%
1 Year  
+118.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.130 2.910
1M High / 1M Low: 3.450 2.880
6M High / 6M Low: 3.660 1.510
High (YTD): 2024-05-10 3.660
Low (YTD): 2024-01-03 1.510
52W High: 2024-05-10 3.660
52W Low: 2023-10-20 0.740
Avg. price 1W:   3.028
Avg. volume 1W:   0.000
Avg. price 1M:   3.110
Avg. volume 1M:   0.000
Avg. price 6M:   2.627
Avg. volume 6M:   0.000
Avg. price 1Y:   1.915
Avg. volume 1Y:   0.000
Volatility 1M:   65.22%
Volatility 6M:   74.00%
Volatility 1Y:   88.19%
Volatility 3Y:   -