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

Frankfurt Zert./SG
05/07/2024  21:49:44 Chg.0.000 Bid21:51:14 Ask21:51:14 Underlying Strike price Expiration date Option type
4.470EUR 0.00% 4.470
Bid Size: 2,000		 4.550
Ask Size: 2,000		 HEIDELBERG MATERIALS... 54.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 28/12/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 4.48
Intrinsic value: 4.44
Implied volatility: 0.75
Historic volatility: 0.23
Parity: 4.44
Time value: 0.08
Break-even: 99.20
Moneyness: 1.82
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.44%
Delta: 0.97
Theta: -0.02
Omega: 2.12
Rho: 0.11
 

Quote data

Open: 4.490
High: 4.610
Low: 4.440
Previous Close: 4.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.93%
1 Month  
+7.19%
3 Months  
+1.13%
YTD  
+60.22%
1 Year  
+126.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.470 4.140
1M High / 1M Low: 4.510 4.080
6M High / 6M Low: 4.850 2.850
High (YTD): 15/05/2024 4.850
Low (YTD): 03/01/2024 2.540
52W High: 15/05/2024 4.850
52W Low: 20/10/2023 1.500
Avg. price 1W:   4.342
Avg. volume 1W:   0.000
Avg. price 1M:   4.244
Avg. volume 1M:   0.000
Avg. price 6M:   3.888
Avg. volume 6M:   0.000
Avg. price 1Y:   3.024
Avg. volume 1Y:   0.000
Volatility 1M:   50.69%
Volatility 6M:   52.23%
Volatility 1Y:   61.46%
Volatility 3Y:   -