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Soc. Generale Call 70 HEI 20.12.2.../  DE000SQ6UB75  /

Frankfurt Zert./SG
29/07/2024  17:49:01 Chg.-0.180 Bid18:25:47 Ask18:25:47 Underlying Strike price Expiration date Option type
2.950EUR -5.75% 2.950
Bid Size: 1,100		 3.150
Ask Size: 1,100		 HEIDELBERG MATERIALS... 70.00 EUR 20/12/2024 Call
 

Master data

WKN: SQ6UB7
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 20/12/2024
Issue date: 28/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.98
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 2.98
Time value: 0.22
Break-even: 102.00
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.92
Theta: -0.02
Omega: 2.87
Rho: 0.24
 

Quote data

Open: 3.150
High: 3.160
Low: 2.950
Previous Close: 3.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.72%
1 Month  
+3.51%
3 Months  
+10.49%
YTD  
+95.36%
1 Year  
+139.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.380 2.920
1M High / 1M Low: 3.410 2.720
6M High / 6M Low: 3.410 1.550
High (YTD): 16/07/2024 3.410
Low (YTD): 03/01/2024 1.320
52W High: 16/07/2024 3.410
52W Low: 20/10/2023 0.690
Avg. price 1W:   3.182
Avg. volume 1W:   0.000
Avg. price 1M:   3.120
Avg. volume 1M:   0.000
Avg. price 6M:   2.639
Avg. volume 6M:   0.000
Avg. price 1Y:   1.919
Avg. volume 1Y:   0.000
Volatility 1M:   76.65%
Volatility 6M:   72.51%
Volatility 1Y:   83.31%
Volatility 3Y:   -