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

EUWAX
2024-06-06  8:54:24 AM Chg.-0.21 Bid7:50:56 PM Ask7:50:56 PM Underlying Strike price Expiration date Option type
5.20EUR -3.88% 5.22
Bid Size: 50,000		 -
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: 3.42
Leverage: Yes

Calculated values

Fair value: 4.16
Intrinsic value: 4.14
Implied volatility: 2.13
Historic volatility: 0.15
Parity: 4.14
Time value: 1.16
Break-even: 193.00
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 3.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.75
Omega: 2.72
Rho: 0.04
 

Quote data

Open: 5.20
High: 5.20
Low: 5.20
Previous Close: 5.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+10.17%
3 Months  
+15.30%
YTD  
+71.62%
1 Year  
+266.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.82 5.26
1M High / 1M Low: 6.14 4.72
6M High / 6M Low: 6.14 2.07
High (YTD): 2024-05-20 6.14
Low (YTD): 2024-01-17 2.81
52W High: 2024-05-20 6.14
52W Low: 2023-10-27 1.02
Avg. price 1W:   5.51
Avg. volume 1W:   0.00
Avg. price 1M:   5.42
Avg. volume 1M:   0.00
Avg. price 6M:   4.16
Avg. volume 6M:   0.00
Avg. price 1Y:   2.93
Avg. volume 1Y:   0.00
Volatility 1M:   82.68%
Volatility 6M:   68.11%
Volatility 1Y:   79.16%
Volatility 3Y:   -