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Soc. Generale Call 140 CMC 21.06..../  DE000SQ3S6E8  /

Frankfurt Zert./SG
2024-05-20  9:51:58 AM Chg.+0.120 Bid10:01:30 AM Ask- Underlying Strike price Expiration date Option type
6.160EUR +1.99% 6.220
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 140.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S6E
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 4.88
Intrinsic value: 4.84
Implied volatility: 1.56
Historic volatility: 0.15
Parity: 4.84
Time value: 1.19
Break-even: 200.30
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 1.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.38
Omega: 2.53
Rho: 0.08
 

Quote data

Open: 6.140
High: 6.160
Low: 6.140
Previous Close: 6.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.79%
1 Month  
+42.26%
3 Months  
+57.95%
YTD  
+105.33%
1 Year  
+302.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.040 5.560
1M High / 1M Low: 6.040 4.760
6M High / 6M Low: 6.040 1.830
High (YTD): 2024-05-17 6.040
Low (YTD): 2024-01-17 2.830
52W High: 2024-05-17 6.040
52W Low: 2023-10-27 1.030
Avg. price 1W:   5.764
Avg. volume 1W:   0.000
Avg. price 1M:   5.249
Avg. volume 1M:   0.000
Avg. price 6M:   3.870
Avg. volume 6M:   0.000
Avg. price 1Y:   2.759
Avg. volume 1Y:   12.598
Volatility 1M:   40.86%
Volatility 6M:   61.73%
Volatility 1Y:   76.12%
Volatility 3Y:   -