Soc. Generale Call 56 HEI 20.12.2024
/ DE000SQ6UB00
Soc. Generale Call 56 HEI 20.12.2.../ DE000SQ6UB00 /
2024-09-11 8:26:33 AM |
Chg.-0.03 |
Bid4:41:04 PM |
Ask4:41:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.54EUR |
-0.84% |
3.51 Bid Size: 10,000 |
3.53 Ask Size: 10,000 |
HEIDELBERG MATERIALS... |
56.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SQ6UB0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-28 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.52 |
Intrinsic value: |
3.47 |
Implied volatility: |
0.63 |
Historic volatility: |
0.23 |
Parity: |
3.47 |
Time value: |
0.12 |
Break-even: |
91.90 |
Moneyness: |
1.62 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.56% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.40 |
Rho: |
0.14 |
Quote data
Open: |
3.54 |
High: |
3.54 |
Low: |
3.54 |
Previous Close: |
3.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.60% |
1 Month |
|
|
+8.26% |
3 Months |
|
|
-14.29% |
YTD |
|
|
+34.60% |
1 Year |
|
|
+75.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.79 |
3.57 |
1M High / 1M Low: |
4.07 |
3.22 |
6M High / 6M Low: |
4.72 |
3.16 |
High (YTD): |
2024-07-17 |
4.72 |
Low (YTD): |
2024-01-03 |
2.43 |
52W High: |
2024-07-17 |
4.72 |
52W Low: |
2023-10-20 |
1.47 |
Avg. price 1W: |
|
3.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.06 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.23 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
43.05% |
Volatility 6M: |
|
58.12% |
Volatility 1Y: |
|
63.35% |
Volatility 3Y: |
|
- |