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

EUWAX
2024-05-27  10:08:53 AM Chg.+0.28 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
5.54EUR +5.32% -
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: 5.54
High: 5.54
Low: 5.54
Previous Close: 5.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.77%
1 Month  
+11.92%
3 Months  
+36.12%
YTD  
+82.84%
1 Year  
+287.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.14 5.18
1M High / 1M Low: 6.14 4.71
6M High / 6M Low: 6.14 1.83
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:   5.48
Avg. volume 1W:   0.00
Avg. price 1M:   5.27
Avg. volume 1M:   0.00
Avg. price 6M:   3.95
Avg. volume 6M:   0.00
Avg. price 1Y:   2.81
Avg. volume 1Y:   0.00
Volatility 1M:   79.82%
Volatility 6M:   67.82%
Volatility 1Y:   80.25%
Volatility 3Y:   -