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Soc. Generale Call 60 HEI 20.12.2.../  DE000SQ6UB26  /

Frankfurt Zert./SG
2024-06-28  9:46:42 PM Chg.+0.020 Bid9:57:44 PM Ask9:57:44 PM Underlying Strike price Expiration date Option type
3.770EUR +0.53% 3.770
Bid Size: 2,000		 3.850
Ask Size: 2,000		 HEIDELBERG MATERIALS... 60.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ6UB2
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 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: 3.79
Intrinsic value: 3.68
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 3.68
Time value: 0.15
Break-even: 98.30
Moneyness: 1.61
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.97
Theta: -0.01
Omega: 2.44
Rho: 0.26
 

Quote data

Open: 3.790
High: 3.860
Low: 3.740
Previous Close: 3.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.01%
1 Month
  -2.33%
3 Months
  -10.24%
YTD  
+65.35%
1 Year  
+92.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.600
1M High / 1M Low: 4.000 3.580
6M High / 6M Low: 4.260 2.070
High (YTD): 2024-05-10 4.260
Low (YTD): 2024-01-03 2.070
52W High: 2024-05-10 4.260
52W Low: 2023-10-20 1.190
Avg. price 1W:   3.680
Avg. volume 1W:   0.000
Avg. price 1M:   3.723
Avg. volume 1M:   0.000
Avg. price 6M:   3.285
Avg. volume 6M:   47.244
Avg. price 1Y:   2.515
Avg. volume 1Y:   26.172
Volatility 1M:   49.86%
Volatility 6M:   58.92%
Volatility 1Y:   70.09%
Volatility 3Y:   -