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Soc. Generale Call 135 CMC 21.06..../  DE000SQ3S6D0  /

Frankfurt Zert./SG
2024-06-06  9:39:39 PM Chg.-0.020 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
5.740EUR -0.35% 5.710
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 135.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S6D
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 4.66
Intrinsic value: 4.64
Implied volatility: 2.26
Historic volatility: 0.15
Parity: 4.64
Time value: 1.12
Break-even: 192.60
Moneyness: 1.34
Premium: 0.06
Premium p.a.: 3.29
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.76
Omega: 2.55
Rho: 0.04
 

Quote data

Open: 5.660
High: 5.780
Low: 5.620
Previous Close: 5.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.53%
1 Month  
+8.10%
3 Months  
+12.33%
YTD  
+68.82%
1 Year  
+235.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.210 5.760
1M High / 1M Low: 6.490 5.310
6M High / 6M Low: 6.490 2.460
High (YTD): 2024-05-17 6.490
Low (YTD): 2024-01-17 3.250
52W High: 2024-05-17 6.490
52W Low: 2023-10-27 1.280
Avg. price 1W:   5.986
Avg. volume 1W:   0.000
Avg. price 1M:   5.959
Avg. volume 1M:   0.000
Avg. price 6M:   4.661
Avg. volume 6M:   0.000
Avg. price 1Y:   3.337
Avg. volume 1Y:   0.000
Volatility 1M:   63.84%
Volatility 6M:   59.05%
Volatility 1Y:   70.37%
Volatility 3Y:   -