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Soc. Generale Call 64 HEI 20.12.2.../  DE000SQ6UB42  /

EUWAX
15/11/2024  08:26:53 Chg.+0.05 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
5.44EUR +0.93% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 64.00 EUR 20/12/2024 Call
 

Master data

WKN: SQ6UB4
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 20/12/2024
Issue date: 28/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.40
Implied volatility: 1.16
Historic volatility: 0.23
Parity: 5.40
Time value: 0.07
Break-even: 118.70
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.74%
Delta: 0.97
Theta: -0.04
Omega: 2.10
Rho: 0.06
 

Quote data

Open: 5.44
High: 5.44
Low: 5.44
Previous Close: 5.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.09%
1 Month  
+63.86%
3 Months  
+100.00%
YTD  
+177.55%
1 Year  
+338.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.72 5.39
1M High / 1M Low: 5.72 3.29
6M High / 6M Low: 5.72 2.41
High (YTD): 11/11/2024 5.72
Low (YTD): 03/01/2024 1.77
52W High: 11/11/2024 5.72
52W Low: 17/11/2023 1.24
Avg. price 1W:   5.52
Avg. volume 1W:   0.00
Avg. price 1M:   4.17
Avg. volume 1M:   0.00
Avg. price 6M:   3.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.99
Avg. volume 1Y:   0.00
Volatility 1M:   88.53%
Volatility 6M:   72.93%
Volatility 1Y:   70.69%
Volatility 3Y:   -