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Soc. Generale Call 70 HEI 20.09.2.../  DE000SQ6UBU0  /

Frankfurt Zert./SG
2024-07-05  9:35:44 PM Chg.-0.020 Bid9:51:06 PM Ask9:51:06 PM Underlying Strike price Expiration date Option type
2.890EUR -0.69% 2.900
Bid Size: 2,000		 2.980
Ask Size: 2,000		 HEIDELBERG MATERIALS... 70.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ6UBU
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 2.89
Intrinsic value: 2.84
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 2.84
Time value: 0.11
Break-even: 99.50
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.68%
Delta: 0.95
Theta: -0.02
Omega: 3.16
Rho: 0.13
 

Quote data

Open: 2.930
High: 3.040
Low: 2.870
Previous Close: 2.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.04%
1 Month  
+10.73%
3 Months  
+1.40%
YTD  
+106.43%
1 Year  
+214.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.910 2.580
1M High / 1M Low: 2.950 2.530
6M High / 6M Low: 3.260 1.440
High (YTD): 2024-05-10 3.260
Low (YTD): 2024-01-03 1.210
52W High: 2024-05-10 3.260
52W Low: 2023-10-20 0.570
Avg. price 1W:   2.776
Avg. volume 1W:   0.000
Avg. price 1M:   2.685
Avg. volume 1M:   0.000
Avg. price 6M:   2.357
Avg. volume 6M:   0.000
Avg. price 1Y:   1.676
Avg. volume 1Y:   0.000
Volatility 1M:   76.71%
Volatility 6M:   82.53%
Volatility 1Y:   96.45%
Volatility 3Y:   -