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Soc. Generale Call 66 HEI 20.12.2.../  DE000SQ6UB59  /

Frankfurt Zert./SG
2024-06-21  9:49:32 PM Chg.-0.110 Bid9:57:01 PM Ask9:57:01 PM Underlying Strike price Expiration date Option type
3.030EUR -3.50% 3.040
Bid Size: 2,000		 3.120
Ask Size: 2,000		 HEIDELBERG MATERIALS... 66.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ6UB5
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 2.85
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 2.85
Time value: 0.26
Break-even: 97.10
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.65%
Delta: 0.91
Theta: -0.02
Omega: 2.77
Rho: 0.27
 

Quote data

Open: 3.130
High: 3.130
Low: 2.970
Previous Close: 3.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.81%
1 Month
  -8.46%
3 Months
  -10.62%
YTD  
+68.33%
1 Year  
+114.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.250 3.030
1M High / 1M Low: 3.570 3.010
6M High / 6M Low: 3.680 1.600
High (YTD): 2024-05-10 3.680
Low (YTD): 2024-01-03 1.600
52W High: 2024-05-10 3.680
52W Low: 2023-10-20 0.870
Avg. price 1W:   3.154
Avg. volume 1W:   0.000
Avg. price 1M:   3.238
Avg. volume 1M:   0.000
Avg. price 6M:   2.711
Avg. volume 6M:   0.000
Avg. price 1Y:   2.012
Avg. volume 1Y:   0.000
Volatility 1M:   60.92%
Volatility 6M:   69.16%
Volatility 1Y:   81.22%
Volatility 3Y:   -