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Soc. Generale Call 58 HEI 20.09.2.../  DE000SQ6UBN5  /

Frankfurt Zert./SG
26/07/2024  21:49:42 Chg.+0.230 Bid21:58:53 Ask21:58:53 Underlying Strike price Expiration date Option type
4.220EUR +5.76% 4.230
Bid Size: 2,000		 4.310
Ask Size: 2,000		 HEIDELBERG MATERIALS... 58.00 EUR 20/09/2024 Call
 

Master data

WKN: SQ6UBN
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 20/09/2024
Issue date: 28/12/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 4.21
Intrinsic value: 4.18
Implied volatility: 0.87
Historic volatility: 0.22
Parity: 4.18
Time value: 0.09
Break-even: 100.70
Moneyness: 1.72
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.96
Theta: -0.03
Omega: 2.25
Rho: 0.08
 

Quote data

Open: 3.960
High: 4.220
Low: 3.960
Previous Close: 3.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.40%
1 Month  
+9.04%
3 Months  
+13.44%
YTD  
+75.83%
1 Year  
+113.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.460 3.990
1M High / 1M Low: 4.500 3.750
6M High / 6M Low: 4.500 2.480
High (YTD): 16/07/2024 4.500
Low (YTD): 03/01/2024 2.180
52W High: 16/07/2024 4.500
52W Low: 20/10/2023 1.220
Avg. price 1W:   4.260
Avg. volume 1W:   0.000
Avg. price 1M:   4.169
Avg. volume 1M:   0.000
Avg. price 6M:   3.686
Avg. volume 6M:   0.000
Avg. price 1Y:   2.817
Avg. volume 1Y:   0.000
Volatility 1M:   58.09%
Volatility 6M:   56.44%
Volatility 1Y:   65.56%
Volatility 3Y:   -