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Soc. Generale Call 145 CMC 21.06..../  DE000SQ3S6F5  /

Frankfurt Zert./SG
5/31/2024  9:47:13 PM Chg.+0.250 Bid9:59:50 PM Ask- Underlying Strike price Expiration date Option type
5.300EUR +4.95% 5.390
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 145.00 - 6/21/2024 Call
 

Master data

WKN: SQ3S6F
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 6/21/2024
Issue date: 11/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 4.21
Intrinsic value: 4.18
Implied volatility: 1.85
Historic volatility: 0.15
Parity: 4.18
Time value: 1.23
Break-even: 199.10
Moneyness: 1.29
Premium: 0.07
Premium p.a.: 2.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.59
Omega: 2.73
Rho: 0.05
 

Quote data

Open: 5.000
High: 5.300
Low: 4.960
Previous Close: 5.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.51%
1 Month  
+16.74%
3 Months  
+35.20%
YTD  
+103.07%
1 Year  
+364.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.300 5.000
1M High / 1M Low: 5.570 4.330
6M High / 6M Low: 5.570 1.720
High (YTD): 5/17/2024 5.570
Low (YTD): 1/17/2024 2.430
52W High: 5/17/2024 5.570
52W Low: 10/27/2023 0.810
Avg. price 1W:   5.140
Avg. volume 1W:   0.000
Avg. price 1M:   4.985
Avg. volume 1M:   0.000
Avg. price 6M:   3.717
Avg. volume 6M:   0.000
Avg. price 1Y:   2.563
Avg. volume 1Y:   0.000
Volatility 1M:   71.19%
Volatility 6M:   71.38%
Volatility 1Y:   85.40%
Volatility 3Y:   -