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

Frankfurt Zert./SG
11/09/2024  19:41:07 Chg.+0.030 Bid19:57:07 Ask19:57:07 Underlying Strike price Expiration date Option type
2.610EUR +1.16% 2.610
Bid Size: 2,000		 2.680
Ask Size: 2,000		 HEIDELBERG MATERIALS... 66.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 28/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 2.47
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 2.47
Time value: 0.16
Break-even: 92.30
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.92
Theta: -0.02
Omega: 3.16
Rho: 0.16
 

Quote data

Open: 2.590
High: 2.700
Low: 2.560
Previous Close: 2.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.09%
1 Month  
+10.13%
3 Months
  -15.26%
YTD  
+45.00%
1 Year  
+97.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.750 2.580
1M High / 1M Low: 3.120 2.270
6M High / 6M Low: 3.800 2.250
High (YTD): 16/07/2024 3.800
Low (YTD): 03/01/2024 1.600
52W High: 16/07/2024 3.800
52W Low: 20/10/2023 0.870
Avg. price 1W:   2.656
Avg. volume 1W:   0.000
Avg. price 1M:   2.710
Avg. volume 1M:   0.000
Avg. price 6M:   3.101
Avg. volume 6M:   0.000
Avg. price 1Y:   2.364
Avg. volume 1Y:   0.000
Volatility 1M:   62.46%
Volatility 6M:   65.29%
Volatility 1Y:   77.25%
Volatility 3Y:   -