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Soc. Generale Call 66 HEI 20.12.2.../  DE000SQ6UB59  /

EUWAX
2024-10-11  8:25:10 AM Chg.+0.08 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.34EUR +2.45% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 66.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ6UB5
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 3.20
Implied volatility: 0.58
Historic volatility: 0.23
Parity: 3.20
Time value: 0.09
Break-even: 98.90
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.61%
Delta: 0.96
Theta: -0.02
Omega: 2.85
Rho: 0.12
 

Quote data

Open: 3.34
High: 3.34
Low: 3.34
Previous Close: 3.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.03%
1 Month  
+24.63%
3 Months
  -4.57%
YTD  
+85.56%
1 Year  
+147.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 3.09
1M High / 1M Low: 3.55 2.68
6M High / 6M Low: 3.76 2.23
High (YTD): 2024-07-17 3.76
Low (YTD): 2024-01-03 1.62
52W High: 2024-07-17 3.76
52W Low: 2023-11-06 0.88
Avg. price 1W:   3.22
Avg. volume 1W:   0.00
Avg. price 1M:   3.18
Avg. volume 1M:   0.00
Avg. price 6M:   3.11
Avg. volume 6M:   0.00
Avg. price 1Y:   2.54
Avg. volume 1Y:   0.00
Volatility 1M:   71.64%
Volatility 6M:   71.76%
Volatility 1Y:   78.44%
Volatility 3Y:   -