OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  8:57:13 AM Chg.+0.05 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
4.72EUR +1.07% -
Bid Size: -		 -
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: 3.84
Leverage: Yes

Calculated values

Fair value: 3.44
Intrinsic value: 3.08
Implied volatility: 0.53
Historic volatility: 0.15
Parity: 3.08
Time value: 1.63
Break-even: 197.10
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.06
Omega: 2.93
Rho: 0.56
 

Quote data

Open: 4.72
High: 4.72
Low: 4.72
Previous Close: 4.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month  
+7.52%
3 Months  
+13.19%
YTD  
+69.18%
1 Year  
+223.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.25 4.67
1M High / 1M Low: 5.56 4.33
6M High / 6M Low: 5.56 2.00
High (YTD): 2024-05-20 5.56
Low (YTD): 2024-01-17 2.58
52W High: 2024-05-20 5.56
52W Low: 2023-10-27 1.10
Avg. price 1W:   4.95
Avg. volume 1W:   0.00
Avg. price 1M:   4.90
Avg. volume 1M:   0.00
Avg. price 6M:   3.81
Avg. volume 6M:   16
Avg. price 1Y:   2.75
Avg. volume 1Y:   11.72
Volatility 1M:   86.38%
Volatility 6M:   66.98%
Volatility 1Y:   73.16%
Volatility 3Y:   -