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

Frankfurt Zert./SG
2024-05-27  5:38:44 PM Chg.-0.020 Bid6:01:16 PM Ask- Underlying Strike price Expiration date Option type
5.620EUR -0.35% -
Bid Size: -		 -
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: 3.28
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 4.50
Implied volatility: 1.69
Historic volatility: 0.15
Parity: 4.50
Time value: 1.15
Break-even: 196.50
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 1.40
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -0.46
Omega: 2.64
Rho: 0.06
 

Quote data

Open: 5.540
High: 5.690
Low: 5.510
Previous Close: 5.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.44%
1 Month  
+9.34%
3 Months  
+34.45%
YTD  
+87.33%
1 Year  
+301.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.640 5.280
1M High / 1M Low: 6.040 4.780
6M High / 6M Low: 6.040 1.840
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:   5.458
Avg. volume 1W:   0.000
Avg. price 1M:   5.367
Avg. volume 1M:   0.000
Avg. price 6M:   4.015
Avg. volume 6M:   0.000
Avg. price 1Y:   2.839
Avg. volume 1Y:   12.598
Volatility 1M:   69.30%
Volatility 6M:   64.99%
Volatility 1Y:   77.24%
Volatility 3Y:   -