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Soc. Generale Call 64 HEI 20.09.2.../  DE000SQ6UBR6  /

Frankfurt Zert./SG
2024-07-29  4:46:27 PM Chg.-0.120 Bid5:48:08 PM Ask5:48:08 PM Underlying Strike price Expiration date Option type
3.500EUR -3.31% 3.430
Bid Size: 900		 3.630
Ask Size: 900		 HEIDELBERG MATERIALS... 64.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBR
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.58
Implied volatility: 0.77
Historic volatility: 0.22
Parity: 3.58
Time value: 0.10
Break-even: 100.80
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.95
Theta: -0.03
Omega: 2.58
Rho: 0.08
 

Quote data

Open: 3.610
High: 3.640
Low: 3.500
Previous Close: 3.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.56%
1 Month  
+6.71%
3 Months  
+10.06%
YTD  
+86.17%
1 Year  
+128.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.870 3.390
1M High / 1M Low: 3.900 3.160
6M High / 6M Low: 3.900 1.940
High (YTD): 2024-07-16 3.900
Low (YTD): 2024-01-03 1.680
52W High: 2024-07-16 3.900
52W Low: 2023-10-20 0.850
Avg. price 1W:   3.666
Avg. volume 1W:   0.000
Avg. price 1M:   3.591
Avg. volume 1M:   0.000
Avg. price 6M:   3.101
Avg. volume 6M:   0.000
Avg. price 1Y:   2.295
Avg. volume 1Y:   0.000
Volatility 1M:   69.63%
Volatility 6M:   65.14%
Volatility 1Y:   77.62%
Volatility 3Y:   -