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

Frankfurt Zert./SG
02/09/2024  15:53:19 Chg.+0.030 Bid15:58:44 Ask15:58:44 Underlying Strike price Expiration date Option type
3.800EUR +0.80% 3.810
Bid Size: 10,000		 3.830
Ask Size: 10,000		 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: 2.50
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 3.77
Implied volatility: 1.35
Historic volatility: 0.23
Parity: 3.77
Time value: 0.05
Break-even: 96.20
Moneyness: 1.65
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.97
Theta: -0.07
Omega: 2.42
Rho: 0.03
 

Quote data

Open: 3.750
High: 3.810
Low: 3.750
Previous Close: 3.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month  
+18.01%
3 Months
  -0.78%
YTD  
+58.33%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.580
1M High / 1M Low: 3.770 2.900
6M High / 6M Low: 4.500 2.900
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:   3.646
Avg. volume 1W:   0.000
Avg. price 1M:   3.274
Avg. volume 1M:   0.000
Avg. price 6M:   3.792
Avg. volume 6M:   0.000
Avg. price 1Y:   2.950
Avg. volume 1Y:   0.000
Volatility 1M:   50.95%
Volatility 6M:   55.68%
Volatility 1Y:   66.87%
Volatility 3Y:   -