Soc. Generale Call 130 CMC 21.06.2024
/ DE000SQ3S6C2
Soc. Generale Call 130 CMC 21.06..../ DE000SQ3S6C2 /
2024-05-23 8:49:01 AM |
Chg.-0.10 |
Bid7:46:26 PM |
Ask7:46:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.29EUR |
-1.56% |
6.22 Bid Size: 50,000 |
- 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: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.36 |
Intrinsic value: |
5.32 |
Implied volatility: |
1.72 |
Historic volatility: |
0.15 |
Parity: |
5.32 |
Time value: |
1.06 |
Break-even: |
193.80 |
Moneyness: |
1.41 |
Premium: |
0.06 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.39 |
Omega: |
2.39 |
Rho: |
0.07 |
Quote data
Open: |
6.29 |
High: |
6.29 |
Low: |
6.29 |
Previous Close: |
6.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.27% |
1 Month |
|
|
+11.72% |
3 Months |
|
|
+27.07% |
YTD |
|
|
+64.66% |
1 Year |
|
|
+224.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.05 |
6.10 |
1M High / 1M Low: |
7.05 |
5.62 |
6M High / 6M Low: |
7.05 |
2.54 |
High (YTD): |
2024-05-20 |
7.05 |
Low (YTD): |
2024-01-17 |
3.65 |
52W High: |
2024-05-20 |
7.05 |
52W Low: |
2023-10-27 |
1.57 |
Avg. price 1W: |
|
6.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.52 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
65.44% |
Volatility 6M: |
|
56.83% |
Volatility 1Y: |
|
67.16% |
Volatility 3Y: |
|
- |