Soc. Generale Call 54 HEI 20.12.2024
/ DE000SQ6UBZ9
Soc. Generale Call 54 HEI 20.12.2.../ DE000SQ6UBZ9 /
15/08/2024 09:54:19 |
Chg.+0.060 |
Bid09:32:14 |
Ask09:32:14 |
Underlying |
Strike price |
Expiration date |
Option type |
3.600EUR |
+1.69% |
3.710 Bid Size: 10,000 |
3.730 Ask Size: 10,000 |
HEIDELBERG MATERIALS... |
54.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
28/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.58 |
Intrinsic value: |
3.51 |
Implied volatility: |
0.56 |
Historic volatility: |
0.23 |
Parity: |
3.51 |
Time value: |
0.13 |
Break-even: |
90.40 |
Moneyness: |
1.65 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.55% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
2.34 |
Rho: |
0.17 |
Quote data
Open: |
3.600 |
High: |
3.600 |
Low: |
3.600 |
Previous Close: |
3.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.56% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-21.40% |
YTD |
|
|
+28.11% |
1 Year |
|
|
+39.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.600 |
3.410 |
1M High / 1M Low: |
4.950 |
3.370 |
6M High / 6M Low: |
4.950 |
3.110 |
High (YTD): |
16/07/2024 |
4.950 |
Low (YTD): |
03/01/2024 |
2.590 |
52W High: |
16/07/2024 |
4.950 |
52W Low: |
20/10/2023 |
1.590 |
Avg. price 1W: |
|
3.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.294 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
55.30% |
Volatility 6M: |
|
51.14% |
Volatility 1Y: |
|
57.84% |
Volatility 3Y: |
|
- |