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

EUWAX
2024-05-27  10:08:53 AM Chg.+0.28 Bid11:45:21 AM Ask11:45:21 AM Underlying Strike price Expiration date Option type
6.00EUR +4.90% 5.98
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: 3.03
Leverage: Yes

Calculated values

Fair value: 5.04
Intrinsic value: 5.00
Implied volatility: 1.78
Historic volatility: 0.15
Parity: 5.00
Time value: 1.11
Break-even: 196.10
Moneyness: 1.37
Premium: 0.06
Premium p.a.: 1.33
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.46
Omega: 2.48
Rho: 0.06
 

Quote data

Open: 6.00
High: 6.00
Low: 6.00
Previous Close: 5.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+11.11%
3 Months  
+33.04%
YTD  
+74.93%
1 Year  
+252.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.60 5.64
1M High / 1M Low: 6.60 5.17
6M High / 6M Low: 6.60 2.19
High (YTD): 2024-05-20 6.60
Low (YTD): 2024-01-17 3.23
52W High: 2024-05-20 6.60
52W Low: 2023-10-27 1.29
Avg. price 1W:   5.94
Avg. volume 1W:   0.00
Avg. price 1M:   5.73
Avg. volume 1M:   0.00
Avg. price 6M:   4.38
Avg. volume 6M:   0.00
Avg. price 1Y:   3.18
Avg. volume 1Y:   0.00
Volatility 1M:   74.11%
Volatility 6M:   61.92%
Volatility 1Y:   73.17%
Volatility 3Y:   -