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

Frankfurt Zert./SG
2024-06-07  7:09:41 PM Chg.+0.320 Bid7:33:11 PM Ask- Underlying Strike price Expiration date Option type
3.330EUR +10.63% 3.320
Bid Size: 50,000		 -
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: 6.07
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.58
Implied volatility: 1.55
Historic volatility: 0.15
Parity: 1.58
Time value: 1.40
Break-even: 194.80
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 6.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.71
Omega: 4.10
Rho: 0.04
 

Quote data

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

Performance

1 Week
  -2.92%
1 Month  
+26.14%
3 Months  
+38.17%
YTD  
+166.40%
1 Year  
+505.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.430 3.010
1M High / 1M Low: 3.770 2.640
6M High / 6M Low: 3.770 0.660
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:   3.202
Avg. volume 1W:   0.000
Avg. price 1M:   3.238
Avg. volume 1M:   0.000
Avg. price 6M:   2.187
Avg. volume 6M:   0.000
Avg. price 1Y:   1.383
Avg. volume 1Y:   0.000
Volatility 1M:   112.35%
Volatility 6M:   114.58%
Volatility 1Y:   126.97%
Volatility 3Y:   -