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

Frankfurt Zert./SG
2024-07-26  9:39:22 PM Chg.+0.220 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
4.410EUR +5.25% 4.430
Bid Size: 2,000		 4.510
Ask Size: 2,000		 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: 2.23
Leverage: Yes

Calculated values

Fair value: 4.41
Intrinsic value: 4.38
Implied volatility: 0.92
Historic volatility: 0.22
Parity: 4.38
Time value: 0.09
Break-even: 100.70
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.96
Theta: -0.03
Omega: 2.15
Rho: 0.08
 

Quote data

Open: 4.180
High: 4.420
Low: 4.180
Previous Close: 4.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month  
+8.62%
3 Months  
+11.08%
YTD  
+70.27%
1 Year  
+106.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.660 4.190
1M High / 1M Low: 4.690 3.950
6M High / 6M Low: 4.690 2.680
High (YTD): 2024-07-16 4.690
Low (YTD): 2024-01-03 2.370
52W High: 2024-07-16 4.690
52W Low: 2023-10-20 1.360
Avg. price 1W:   4.458
Avg. volume 1W:   0.000
Avg. price 1M:   4.381
Avg. volume 1M:   0.000
Avg. price 6M:   3.883
Avg. volume 6M:   0.000
Avg. price 1Y:   3.003
Avg. volume 1Y:   0.000
Volatility 1M:   56.71%
Volatility 6M:   52.53%
Volatility 1Y:   61.60%
Volatility 3Y:   -