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

EUWAX
11/15/2024  8:26:53 AM Chg.+0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.24EUR +0.96% -
Bid Size: -		 -
Ask Size: -		 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: 2.24
Leverage: Yes

Calculated values

Fair value: 5.22
Intrinsic value: 5.20
Implied volatility: 1.11
Historic volatility: 0.23
Parity: 5.20
Time value: 0.07
Break-even: 118.70
Moneyness: 1.79
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.76%
Delta: 0.97
Theta: -0.04
Omega: 2.17
Rho: 0.06
 

Quote data

Open: 5.24
High: 5.24
Low: 5.24
Previous Close: 5.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month  
+67.41%
3 Months  
+107.11%
YTD  
+191.11%
1 Year  
+367.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.52 5.19
1M High / 1M Low: 5.52 3.09
6M High / 6M Low: 5.52 2.23
High (YTD): 11/11/2024 5.52
Low (YTD): 1/3/2024 1.62
52W High: 11/11/2024 5.52
52W Low: 11/17/2023 1.12
Avg. price 1W:   5.32
Avg. volume 1W:   0.00
Avg. price 1M:   3.97
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   2.81
Avg. volume 1Y:   0.00
Volatility 1M:   93.58%
Volatility 6M:   76.05%
Volatility 1Y:   73.54%
Volatility 3Y:   -