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Soc. Generale Call 60 HEI 20.09.2.../  DE000SQ6UBP0  /

EUWAX
2024-07-05  8:24:58 AM Chg.+0.14 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.90EUR +3.72% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 60.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBP
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 3.92
Intrinsic value: 3.88
Implied volatility: 0.55
Historic volatility: 0.23
Parity: 3.88
Time value: 0.06
Break-even: 99.40
Moneyness: 1.65
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.98
Theta: -0.01
Omega: 2.47
Rho: 0.12
 

Quote data

Open: 3.90
High: 3.90
Low: 3.90
Previous Close: 3.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month  
+10.48%
3 Months  
+4.00%
YTD  
+74.89%
1 Year  
+154.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.90 3.57
1M High / 1M Low: 3.90 3.51
6M High / 6M Low: 4.26 2.30
High (YTD): 2024-05-13 4.26
Low (YTD): 2024-01-03 2.03
52W High: 2024-05-13 4.26
52W Low: 2023-10-20 1.10
Avg. price 1W:   3.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.66
Avg. volume 1M:   0.00
Avg. price 6M:   3.31
Avg. volume 6M:   0.00
Avg. price 1Y:   2.49
Avg. volume 1Y:   0.00
Volatility 1M:   47.55%
Volatility 6M:   64.33%
Volatility 1Y:   74.55%
Volatility 3Y:   -