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Soc. Generale Call 54 HEI 20.12.2.../  DE000SQ6UBZ9  /

Frankfurt Zert./SG
2024-08-05  9:40:52 PM Chg.-0.220 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
3.480EUR -5.95% 3.480
Bid Size: 2,000		 3.570
Ask Size: 2,000		 HEIDELBERG MATERIALS... 54.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ6UBZ
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.40
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 3.57
Implied volatility: 0.62
Historic volatility: 0.23
Parity: 3.57
Time value: 0.17
Break-even: 91.40
Moneyness: 1.66
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.54%
Delta: 0.94
Theta: -0.02
Omega: 2.26
Rho: 0.18
 

Quote data

Open: 3.420
High: 3.580
Low: 3.370
Previous Close: 3.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.67%
1 Month
  -23.52%
3 Months
  -15.12%
YTD  
+23.84%
1 Year  
+40.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.500 3.700
1M High / 1M Low: 4.950 3.700
6M High / 6M Low: 4.950 2.890
High (YTD): 2024-07-16 4.950
Low (YTD): 2024-01-03 2.590
52W High: 2024-07-16 4.950
52W Low: 2023-10-20 1.590
Avg. price 1W:   4.198
Avg. volume 1W:   0.000
Avg. price 1M:   4.590
Avg. volume 1M:   0.000
Avg. price 6M:   4.153
Avg. volume 6M:   0.000
Avg. price 1Y:   3.266
Avg. volume 1Y:   0.000
Volatility 1M:   61.12%
Volatility 6M:   51.83%
Volatility 1Y:   57.63%
Volatility 3Y:   -