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Soc. Generale Call 66 HEI 20.09.2.../  DE000SQ6UBS4  /

Frankfurt Zert./SG
2024-07-25  9:51:15 PM Chg.-0.240 Bid9:53:09 PM Ask9:53:09 PM Underlying Strike price Expiration date Option type
3.180EUR -7.02% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 66.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBS
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.85
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 3.39
Implied volatility: 0.73
Historic volatility: 0.23
Parity: 3.39
Time value: 0.11
Break-even: 101.00
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.95
Theta: -0.03
Omega: 2.70
Rho: 0.09
 

Quote data

Open: 3.360
High: 3.360
Low: 3.180
Previous Close: 3.420
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -8.88%
1 Month  
+8.90%
3 Months  
+8.90%
YTD  
+85.96%
1 Year  
+205.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.180
1M High / 1M Low: 3.700 2.920
6M High / 6M Low: 3.700 1.760
High (YTD): 2024-07-16 3.700
Low (YTD): 2024-01-03 1.510
52W High: 2024-07-16 3.700
52W Low: 2023-10-20 0.740
Avg. price 1W:   3.478
Avg. volume 1W:   0.000
Avg. price 1M:   3.339
Avg. volume 1M:   0.000
Avg. price 6M:   2.893
Avg. volume 6M:   0.000
Avg. price 1Y:   2.106
Avg. volume 1Y:   0.000
Volatility 1M:   67.79%
Volatility 6M:   72.37%
Volatility 1Y:   85.38%
Volatility 3Y:   -