Soc. Generale Call 130 CMC 21.06.2024
/ DE000SQ3S6C2
Soc. Generale Call 130 CMC 21.06..../ DE000SQ3S6C2 /
2024-05-27 5:51:39 PM |
Chg.+0.060 |
Bid9:58:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.600EUR |
+0.92% |
6.680 Bid Size: 4,000 |
- Ask Size: - |
JPMORGAN CHASE ... |
130.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ3S6C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
JPMORGAN CHASE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.54 |
Intrinsic value: |
5.50 |
Implied volatility: |
1.88 |
Historic volatility: |
0.15 |
Parity: |
5.50 |
Time value: |
1.07 |
Break-even: |
195.70 |
Moneyness: |
1.42 |
Premium: |
0.06 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.46 |
Omega: |
2.35 |
Rho: |
0.06 |
Quote data
Open: |
6.460 |
High: |
6.610 |
Low: |
6.460 |
Previous Close: |
6.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.97% |
1 Month |
|
|
+8.02% |
3 Months |
|
|
+30.43% |
YTD |
|
|
+73.68% |
1 Year |
|
|
+240.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.540 |
6.170 |
1M High / 1M Low: |
6.960 |
5.700 |
6M High / 6M Low: |
6.960 |
2.570 |
High (YTD): |
2024-05-17 |
6.960 |
Low (YTD): |
2024-01-17 |
3.670 |
52W High: |
2024-05-17 |
6.960 |
52W Low: |
2023-10-27 |
1.570 |
Avg. price 1W: |
|
6.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.881 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.593 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.52% |
Volatility 6M: |
|
54.53% |
Volatility 1Y: |
|
65.24% |
Volatility 3Y: |
|
- |