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

EUWAX
2024-05-31  1:59:51 PM Chg.+0.19 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.17EUR +6.38% -
Bid Size: -		 -
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: 5.22
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.18
Implied volatility: 1.41
Historic volatility: 0.15
Parity: 2.18
Time value: 1.40
Break-even: 200.80
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 2.75
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.54
Omega: 3.69
Rho: 0.05
 

Quote data

Open: 3.18
High: 3.18
Low: 3.17
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+17.84%
3 Months  
+42.79%
YTD  
+149.61%
1 Year  
+560.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.39 2.98
1M High / 1M Low: 3.86 2.45
6M High / 6M Low: 3.86 0.65
High (YTD): 2024-05-20 3.86
Low (YTD): 2024-01-17 1.05
52W High: 2024-05-20 3.86
52W Low: 2023-10-27 0.25
Avg. price 1W:   3.18
Avg. volume 1W:   0.00
Avg. price 1M:   3.06
Avg. volume 1M:   0.00
Avg. price 6M:   2.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.32
Avg. volume 1Y:   0.00
Volatility 1M:   135.26%
Volatility 6M:   117.16%
Volatility 1Y:   129.89%
Volatility 3Y:   -