Soc. Generale Call 54 HEI 20.09.2024
/ DE000SQ6UBL9
Soc. Generale Call 54 HEI 20.09.2.../ DE000SQ6UBL9 /
| 8/30/2024 8:25:26 AM |
Chg.+0.14 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
+3.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
4.17 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.23 |
| Parity: |
4.17 |
| Time value: |
0.05 |
| Break-even: |
96.20 |
| Moneyness: |
1.77 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
2.20 |
| Rho: |
0.03 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
3.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.31% |
| 1 Month |
|
|
+0.24% |
| 3 Months |
|
|
-6.38% |
| YTD |
|
|
+47.84% |
| 1 Year |
|
|
+84.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.11 |
3.97 |
| 1M High / 1M Low: |
4.11 |
3.27 |
| 6M High / 6M Low: |
4.86 |
3.27 |
| High (YTD): |
5/13/2024 |
4.86 |
| Low (YTD): |
1/3/2024 |
2.57 |
| 52W High: |
5/13/2024 |
4.86 |
| 52W Low: |
10/20/2023 |
1.52 |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
68.37% |
| Volatility 6M: |
|
57.50% |
| Volatility 1Y: |
|
63.52% |
| Volatility 3Y: |
|
- |
