OverviewChartNewsTraderScreen

Soc. Generale Call 56 HEI 20.09.2.../  DE000SQ6UBM7  /

Frankfurt Zert./SG
2024-07-05  9:45:57 AM Chg.+0.090 Bid10:16:32 AM Ask10:16:32 AM Underlying Strike price Expiration date Option type
4.370EUR +2.10% 4.390
Bid Size: 15,000		 4.410
Ask Size: 15,000		 HEIDELBERG MATERIALS... 56.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBM
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 4.32
Intrinsic value: 4.28
Implied volatility: 0.57
Historic volatility: 0.23
Parity: 4.28
Time value: 0.05
Break-even: 99.30
Moneyness: 1.76
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.99
Theta: -0.01
Omega: 2.26
Rho: 0.12
 

Quote data

Open: 4.300
High: 4.370
Low: 4.300
Previous Close: 4.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.64%
1 Month  
+10.91%
3 Months  
+3.31%
YTD  
+68.73%
1 Year  
+106.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.280 3.950
1M High / 1M Low: 4.310 3.890
6M High / 6M Low: 4.650 2.580
High (YTD): 2024-05-15 4.650
Low (YTD): 2024-01-03 2.370
52W High: 2024-05-15 4.650
52W Low: 2023-10-20 1.360
Avg. price 1W:   4.104
Avg. volume 1W:   0.000
Avg. price 1M:   4.032
Avg. volume 1M:   0.000
Avg. price 6M:   3.678
Avg. volume 6M:   0.000
Avg. price 1Y:   2.834
Avg. volume 1Y:   0.000
Volatility 1M:   51.80%
Volatility 6M:   54.88%
Volatility 1Y:   65.82%
Volatility 3Y:   -