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

Frankfurt Zert./SG
2024-05-03  9:22:02 AM Chg.-0.190 Bid9:22:56 AM Ask- Underlying Strike price Expiration date Option type
4.710EUR -3.88% 4.700
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: 3.59
Leverage: Yes

Calculated values

Fair value: 3.94
Intrinsic value: 3.86
Implied volatility: 1.11
Historic volatility: 0.15
Parity: 3.86
Time value: 1.12
Break-even: 189.80
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.22
Omega: 2.84
Rho: 0.12
 

Quote data

Open: 4.710
High: 4.710
Low: 4.710
Previous Close: 4.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.37%
1 Month
  -13.74%
3 Months  
+33.05%
YTD  
+57.00%
1 Year  
+231.69%
3 Years     -
5 Years     -
1W High / 1W Low: 5.140 4.900
1M High / 1M Low: 5.520 3.960
6M High / 6M Low: 5.540 1.300
High (YTD): 2024-04-02 5.540
Low (YTD): 2024-01-17 2.830
52W High: 2024-04-02 5.540
52W Low: 2023-10-27 1.030
Avg. price 1W:   5.027
Avg. volume 1W:   0.000
Avg. price 1M:   4.892
Avg. volume 1M:   0.000
Avg. price 6M:   3.521
Avg. volume 6M:   0.000
Avg. price 1Y:   2.576
Avg. volume 1Y:   12.500
Volatility 1M:   93.10%
Volatility 6M:   63.99%
Volatility 1Y:   77.60%
Volatility 3Y:   -