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Soc. Generale Call 54 HEI 20.09.2.../  DE000SQ6UBL9  /

Frankfurt Zert./SG
2024-07-26  8:58:37 AM Chg.-0.020 Bid9:49:28 AM Ask9:49:28 AM Underlying Strike price Expiration date Option type
4.360EUR -0.46% 4.430
Bid Size: 15,000		 4.450
Ask Size: 15,000		 HEIDELBERG MATERIALS... 54.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBL
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.13
Leverage: Yes

Calculated values

Fair value: 4.62
Intrinsic value: 4.59
Implied volatility: 1.00
Historic volatility: 0.23
Parity: 4.59
Time value: 0.10
Break-even: 100.90
Moneyness: 1.85
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.43%
Delta: 0.96
Theta: -0.03
Omega: 2.05
Rho: 0.08
 

Quote data

Open: 4.360
High: 4.360
Low: 4.360
Previous Close: 4.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.84%
1 Month  
+6.60%
3 Months  
+5.83%
YTD  
+56.27%
1 Year  
+131.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.860 4.380
1M High / 1M Low: 4.890 4.090
6M High / 6M Low: 4.890 2.870
High (YTD): 2024-07-16 4.890
Low (YTD): 2024-01-03 2.540
52W High: 2024-07-16 4.890
52W Low: 2023-10-20 1.500
Avg. price 1W:   4.670
Avg. volume 1W:   0.000
Avg. price 1M:   4.525
Avg. volume 1M:   0.000
Avg. price 6M:   4.067
Avg. volume 6M:   0.000
Avg. price 1Y:   3.169
Avg. volume 1Y:   0.000
Volatility 1M:   50.44%
Volatility 6M:   51.90%
Volatility 1Y:   60.83%
Volatility 3Y:   -