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

Frankfurt Zert./SG
27/06/2024  14:28:58 Chg.+0.170 Bid15:00:39 Ask15:00:39 Underlying Strike price Expiration date Option type
2.710EUR +6.69% 2.720
Bid Size: 15,000		 2.740
Ask Size: 15,000		 HEIDELBERG MATERIALS... 70.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 28/12/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.46
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 2.46
Time value: 0.11
Break-even: 95.70
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.94
Theta: -0.02
Omega: 3.47
Rho: 0.15
 

Quote data

Open: 2.540
High: 2.710
Low: 2.540
Previous Close: 2.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.04%
1 Month
  -11.73%
3 Months
  -15.05%
YTD  
+93.57%
1 Year  
+137.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 2.530
1M High / 1M Low: 3.070 2.520
6M High / 6M Low: 3.260 1.210
High (YTD): 10/05/2024 3.260
Low (YTD): 03/01/2024 1.210
52W High: 10/05/2024 3.260
52W Low: 20/10/2023 0.570
Avg. price 1W:   2.568
Avg. volume 1W:   0.000
Avg. price 1M:   2.685
Avg. volume 1M:   0.000
Avg. price 6M:   2.280
Avg. volume 6M:   0.000
Avg. price 1Y:   1.633
Avg. volume 1Y:   0.000
Volatility 1M:   70.40%
Volatility 6M:   84.64%
Volatility 1Y:   98.35%
Volatility 3Y:   -