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Soc. Generale Call 68 HEI 20.09.2.../  DE000SQ6UBT2  /

Frankfurt Zert./SG
09/08/2024  17:58:32 Chg.+0.040 Bid19:00:39 Ask19:00:39 Underlying Strike price Expiration date Option type
2.050EUR +1.99% 2.050
Bid Size: 2,000		 2.130
Ask Size: 2,000		 HEIDELBERG MATERIALS... 68.00 EUR 20/09/2024 Call
 

Master data

WKN: SQ6UBT
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 20/09/2024
Issue date: 28/12/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.02
Implied volatility: 0.47
Historic volatility: 0.23
Parity: 2.02
Time value: 0.05
Break-even: 88.70
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.96
Theta: -0.02
Omega: 4.08
Rho: 0.07
 

Quote data

Open: 2.010
High: 2.140
Low: 2.010
Previous Close: 2.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month
  -32.12%
3 Months
  -36.14%
YTD  
+32.26%
1 Year  
+46.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 1.930
1M High / 1M Low: 3.500 1.930
6M High / 6M Low: 3.500 1.600
High (YTD): 16/07/2024 3.500
Low (YTD): 03/01/2024 1.360
52W High: 16/07/2024 3.500
52W Low: 20/10/2023 0.650
Avg. price 1W:   2.036
Avg. volume 1W:   0.000
Avg. price 1M:   2.939
Avg. volume 1M:   0.000
Avg. price 6M:   2.753
Avg. volume 6M:   0.000
Avg. price 1Y:   1.998
Avg. volume 1Y:   0.000
Volatility 1M:   90.67%
Volatility 6M:   76.99%
Volatility 1Y:   88.72%
Volatility 3Y:   -