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

Frankfurt Zert./SG
18/10/2024  21:44:01 Chg.+0.040 Bid21:59:04 Ask21:59:04 Underlying Strike price Expiration date Option type
4.470EUR +0.90% 4.480
Bid Size: 1,000		 4.530
Ask Size: 1,000		 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: 2.19
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 4.42
Implied volatility: 0.84
Historic volatility: 0.23
Parity: 4.42
Time value: 0.07
Break-even: 98.90
Moneyness: 1.82
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.97
Theta: -0.02
Omega: 2.12
Rho: 0.09
 

Quote data

Open: 4.420
High: 4.520
Low: 4.420
Previous Close: 4.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.68%
1 Month
  -2.61%
3 Months
  -5.70%
YTD  
+59.07%
1 Year  
+128.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.470 4.290
1M High / 1M Low: 4.720 4.290
6M High / 6M Low: 4.950 3.370
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:   4.390
Avg. volume 1W:   0.000
Avg. price 1M:   4.440
Avg. volume 1M:   0.000
Avg. price 6M:   4.266
Avg. volume 6M:   0.000
Avg. price 1Y:   3.648
Avg. volume 1Y:   0.000
Volatility 1M:   43.79%
Volatility 6M:   48.52%
Volatility 1Y:   55.29%
Volatility 3Y:   -