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

EUWAX
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:   -