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

EUWAX
2024-07-26  8:25:24 AM Chg.-0.18 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.18EUR -4.13% -
Bid Size: -		 -
Ask Size: -		 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: 4.18
High: 4.18
Low: 4.18
Previous Close: 4.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.73%
1 Month  
+2.20%
3 Months  
+12.06%
YTD  
+61.39%
1 Year  
+94.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.61 4.18
1M High / 1M Low: 4.65 3.97
6M High / 6M Low: 4.66 2.69
High (YTD): 2024-05-13 4.66
Low (YTD): 2024-01-03 2.38
52W High: 2024-05-13 4.66
52W Low: 2023-10-20 1.37
Avg. price 1W:   4.45
Avg. volume 1W:   0.00
Avg. price 1M:   4.34
Avg. volume 1M:   0.00
Avg. price 6M:   3.89
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   48.03%
Volatility 6M:   55.52%
Volatility 1Y:   63.53%
Volatility 3Y:   -