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

Frankfurt Zert./SG
7/26/2024  9:36:12 PM Chg.+0.210 Bid9:57:16 PM Ask9:57:16 PM Underlying Strike price Expiration date Option type
3.510EUR +6.36% 3.530
Bid Size: 2,000		 3.610
Ask Size: 2,000		 HEIDELBERG MATERIALS... 66.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/28/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.38
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 3.38
Time value: 0.20
Break-even: 101.80
Moneyness: 1.51
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.56%
Delta: 0.93
Theta: -0.02
Omega: 2.61
Rho: 0.23
 

Quote data

Open: 3.280
High: 3.530
Low: 3.280
Previous Close: 3.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month  
+9.35%
3 Months  
+18.18%
YTD  
+95.00%
1 Year  
+138.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.760 3.300
1M High / 1M Low: 3.800 3.080
6M High / 6M Low: 3.800 1.860
High (YTD): 7/16/2024 3.800
Low (YTD): 1/3/2024 1.600
52W High: 7/16/2024 3.800
52W Low: 10/20/2023 0.870
Avg. price 1W:   3.562
Avg. volume 1W:   0.000
Avg. price 1M:   3.482
Avg. volume 1M:   0.000
Avg. price 6M:   2.991
Avg. volume 6M:   0.000
Avg. price 1Y:   2.217
Avg. volume 1Y:   0.000
Volatility 1M:   68.99%
Volatility 6M:   66.15%
Volatility 1Y:   76.45%
Volatility 3Y:   -