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Soc. Generale Call 150 CMC 17.01..../  DE000SQ86ZV5  /

Frankfurt Zert./SG
2024-06-07  9:37:43 PM Chg.+0.280 Bid9:59:38 PM Ask- Underlying Strike price Expiration date Option type
5.010EUR +5.92% 5.000
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 150.00 - 2025-01-17 Call
 

Master data

WKN: SQ86ZV
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 3.87
Intrinsic value: 3.51
Implied volatility: 0.52
Historic volatility: 0.15
Parity: 3.51
Time value: 1.49
Break-even: 200.00
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.06
Omega: 2.89
Rho: 0.58
 

Quote data

Open: 4.690
High: 5.070
Low: 4.660
Previous Close: 4.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.47%
1 Month  
+5.03%
3 Months  
+20.72%
YTD  
+81.52%
1 Year  
+250.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.100 4.730
1M High / 1M Low: 5.460 4.710
6M High / 6M Low: 5.460 2.120
High (YTD): 2024-05-17 5.460
Low (YTD): 2024-01-18 2.600
52W High: 2024-05-17 5.460
52W Low: 2023-10-27 1.100
Avg. price 1W:   4.898
Avg. volume 1W:   0.000
Avg. price 1M:   4.995
Avg. volume 1M:   0.000
Avg. price 6M:   3.879
Avg. volume 6M:   0.000
Avg. price 1Y:   2.779
Avg. volume 1Y:   0.000
Volatility 1M:   70.23%
Volatility 6M:   64.64%
Volatility 1Y:   72.14%
Volatility 3Y:   -