OverviewChartNewsTraderScreen

Soc. Generale Call 165 CMC 21.06..../  DE000SQ3S6K5  /

Frankfurt Zert./SG
2024-06-07  9:45:46 PM Chg.+0.260 Bid9:59:46 PM Ask- Underlying Strike price Expiration date Option type
3.270EUR +8.64% 3.260
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 165.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S6K
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 2.01
Implied volatility: 1.59
Historic volatility: 0.15
Parity: 2.01
Time value: 1.25
Break-even: 197.60
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 5.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.70
Theta: -0.75
Omega: 4.00
Rho: 0.03
 

Quote data

Open: 2.940
High: 3.330
Low: 2.870
Previous Close: 3.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.66%
1 Month  
+8.64%
3 Months  
+34.02%
YTD  
+161.60%
1 Year  
+528.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 3.010
1M High / 1M Low: 3.770 3.010
6M High / 6M Low: 3.770 0.730
High (YTD): 2024-05-17 3.770
Low (YTD): 2024-01-18 1.060
52W High: 2024-05-17 3.770
52W Low: 2023-10-27 0.250
Avg. price 1W:   3.170
Avg. volume 1W:   0.000
Avg. price 1M:   3.266
Avg. volume 1M:   0.000
Avg. price 6M:   2.207
Avg. volume 6M:   0.000
Avg. price 1Y:   1.394
Avg. volume 1Y:   0.000
Volatility 1M:   106.14%
Volatility 6M:   114.31%
Volatility 1Y:   127.03%
Volatility 3Y:   -