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

Frankfurt Zert./SG
7/29/2024  12:27:17 PM Chg.+0.030 Bid12:49:09 PM Ask12:49:09 PM Underlying Strike price Expiration date Option type
3.440EUR +0.88% 3.400
Bid Size: 15,000		 3.420
Ask Size: 15,000		 HEIDELBERG MATERIALS... 66.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 12/28/2022
Last trading day: 9/19/2024
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): 7/16/2024 3.700
Low (YTD): 1/3/2024 1.510
52W High: 7/16/2024 3.700
52W Low: 10/20/2023 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:   -