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Soc. Generale Call 62 HEI 20.12.2.../  DE000SQ6UB34  /

Frankfurt Zert./SG
26/07/2024  21:48:38 Chg.+0.230 Bid21:59:20 Ask21:59:20 Underlying Strike price Expiration date Option type
3.910EUR +6.25% 3.910
Bid Size: 2,000		 3.990
Ask Size: 2,000		 HEIDELBERG MATERIALS... 62.00 EUR 20/12/2024 Call
 

Master data

WKN: SQ6UB3
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 EUR
Maturity: 20/12/2024
Issue date: 28/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 3.87
Intrinsic value: 3.78
Implied volatility: 0.54
Historic volatility: 0.22
Parity: 3.78
Time value: 0.18
Break-even: 101.60
Moneyness: 1.61
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.95
Theta: -0.02
Omega: 2.38
Rho: 0.22
 

Quote data

Open: 3.670
High: 3.910
Low: 3.670
Previous Close: 3.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.51%
1 Month  
+9.22%
3 Months  
+17.42%
YTD  
+84.43%
1 Year  
+124.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.150 3.680
1M High / 1M Low: 4.180 3.460
6M High / 6M Low: 4.180 2.190
High (YTD): 16/07/2024 4.180
Low (YTD): 03/01/2024 1.910
52W High: 16/07/2024 4.180
52W Low: 20/10/2023 1.080
Avg. price 1W:   3.950
Avg. volume 1W:   0.000
Avg. price 1M:   3.863
Avg. volume 1M:   0.000
Avg. price 6M:   3.355
Avg. volume 6M:   0.000
Avg. price 1Y:   2.537
Avg. volume 1Y:   0.000
Volatility 1M:   61.36%
Volatility 6M:   59.14%
Volatility 1Y:   68.75%
Volatility 3Y:   -