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Soc. Generale Call 56 HEI 20.12.2.../  DE000SQ6UB00  /

EUWAX
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:   -