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

EUWAX
8/5/2024  8:15:40 AM Chg.-0.56 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.44EUR -14.00% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 54.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/28/2022
Last trading day: 12/19/2024
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: 3.44
High: 3.44
Low: 3.44
Previous Close: 4.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.81%
1 Month
  -24.73%
3 Months
  -15.48%
YTD  
+22.42%
1 Year  
+35.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.70 4.00
1M High / 1M Low: 4.92 4.00
6M High / 6M Low: 4.92 2.90
High (YTD): 7/17/2024 4.92
Low (YTD): 1/3/2024 2.60
52W High: 7/17/2024 4.92
52W Low: 10/20/2023 1.61
Avg. price 1W:   4.30
Avg. volume 1W:   0.00
Avg. price 1M:   4.60
Avg. volume 1M:   0.00
Avg. price 6M:   4.16
Avg. volume 6M:   0.00
Avg. price 1Y:   3.27
Avg. volume 1Y:   0.00
Volatility 1M:   71.27%
Volatility 6M:   56.11%
Volatility 1Y:   59.97%
Volatility 3Y:   -