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

Frankfurt Zert./SG
7/5/2024  9:50:31 PM Chg.0.000 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
4.280EUR 0.00% 4.270
Bid Size: 2,000		 4.350
Ask Size: 2,000		 HEIDELBERG MATERIALS... 56.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 12/28/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 4.28
Intrinsic value: 4.24
Implied volatility: 0.71
Historic volatility: 0.23
Parity: 4.24
Time value: 0.08
Break-even: 99.20
Moneyness: 1.76
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.97
Theta: -0.02
Omega: 2.22
Rho: 0.11
 

Quote data

Open: 4.300
High: 4.410
Low: 4.240
Previous Close: 4.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.42%
1 Month  
+7.81%
3 Months  
+1.18%
YTD  
+65.25%
1 Year  
+135.16%
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 2.660
High (YTD): 5/15/2024 4.650
Low (YTD): 1/3/2024 2.370
52W High: 5/15/2024 4.650
52W Low: 10/20/2023 1.360
Avg. price 1W:   4.148
Avg. volume 1W:   0.000
Avg. price 1M:   4.047
Avg. volume 1M:   0.000
Avg. price 6M:   3.692
Avg. volume 6M:   0.000
Avg. price 1Y:   2.843
Avg. volume 1Y:   0.000
Volatility 1M:   51.81%
Volatility 6M:   54.21%
Volatility 1Y:   64.26%
Volatility 3Y:   -