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Soc. Generale Call 130 CMC 21.06..../  DE000SQ3S6C2  /

EUWAX
2024-05-27  10:08:54 AM Chg.+0.28 Bid12:46:39 PM Ask12:46:29 PM Underlying Strike price Expiration date Option type
6.46EUR +4.53% 6.50
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: 6.46
High: 6.46
Low: 6.46
Previous Close: 6.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.37%
1 Month  
+10.24%
3 Months  
+30.24%
YTD  
+69.11%
1 Year  
+227.92%
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 2.56
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:   6.40
Avg. volume 1W:   0.00
Avg. price 1M:   6.19
Avg. volume 1M:   0.00
Avg. price 6M:   4.81
Avg. volume 6M:   0.00
Avg. price 1Y:   3.56
Avg. volume 1Y:   0.00
Volatility 1M:   68.72%
Volatility 6M:   56.99%
Volatility 1Y:   67.01%
Volatility 3Y:   -