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

Frankfurt Zert./SG
7/29/2024  9:48:27 PM Chg.-0.190 Bid9:55:21 PM Ask9:55:21 PM Underlying Strike price Expiration date Option type
4.430EUR -4.11% 4.420
Bid Size: 700		 4.620
Ask Size: 700		 HEIDELBERG MATERIALS... 54.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 12/28/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 4.61
Intrinsic value: 4.58
Implied volatility: 1.00
Historic volatility: 0.22
Parity: 4.58
Time value: 0.09
Break-even: 100.70
Moneyness: 1.85
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.43%
Delta: 0.97
Theta: -0.03
Omega: 2.06
Rho: 0.07
 

Quote data

Open: 4.620
High: 4.630
Low: 4.420
Previous Close: 4.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.85%
1 Month  
+3.99%
3 Months  
+6.24%
YTD  
+58.78%
1 Year  
+92.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.860 4.380
1M High / 1M Low: 4.890 4.140
6M High / 6M Low: 4.890 2.870
High (YTD): 7/16/2024 4.890
Low (YTD): 1/3/2024 2.540
52W High: 7/16/2024 4.890
52W Low: 10/20/2023 1.500
Avg. price 1W:   4.658
Avg. volume 1W:   0.000
Avg. price 1M:   4.579
Avg. volume 1M:   0.000
Avg. price 6M:   4.080
Avg. volume 6M:   0.000
Avg. price 1Y:   3.187
Avg. volume 1Y:   0.000
Volatility 1M:   55.09%
Volatility 6M:   50.89%
Volatility 1Y:   59.05%
Volatility 3Y:   -