Soc. Generale Call 66 HEI 20.12.2024
/ DE000SQ6UB59
Soc. Generale Call 66 HEI 20.12.2.../ DE000SQ6UB59 /
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: |
|
- |