Soc. Generale Call 66 HEI 20.09.2024
/ DE000SQ6UBS4
Soc. Generale Call 66 HEI 20.09.2.../ DE000SQ6UBS4 /
29/07/2024 12:27:17 |
Chg.+0.030 |
Bid13:13:05 |
Ask13:13:05 |
Underlying |
Strike price |
Expiration date |
Option type |
3.440EUR |
+0.88% |
3.390 Bid Size: 15,000 |
3.410 Ask Size: 15,000 |
HEIDELBERG MATERIALS... |
66.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
28/12/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.42 |
Intrinsic value: |
3.38 |
Implied volatility: |
0.73 |
Historic volatility: |
0.22 |
Parity: |
3.38 |
Time value: |
0.10 |
Break-even: |
100.80 |
Moneyness: |
1.51 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.58% |
Delta: |
0.95 |
Theta: |
-0.03 |
Omega: |
2.73 |
Rho: |
0.09 |
Quote data
Open: |
3.430 |
High: |
3.440 |
Low: |
3.330 |
Previous Close: |
3.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.27% |
1 Month |
|
|
+12.05% |
3 Months |
|
|
+15.44% |
YTD |
|
|
+101.17% |
1 Year |
|
|
+149.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.670 |
3.180 |
1M High / 1M Low: |
3.700 |
2.970 |
6M High / 6M Low: |
3.700 |
1.760 |
High (YTD): |
16/07/2024 |
3.700 |
Low (YTD): |
03/01/2024 |
1.510 |
52W High: |
16/07/2024 |
3.700 |
52W Low: |
20/10/2023 |
0.740 |
Avg. price 1W: |
|
3.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.391 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.905 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.122 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
73.95% |
Volatility 6M: |
|
70.60% |
Volatility 1Y: |
|
82.68% |
Volatility 3Y: |
|
- |