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Soc. Generale Call 145 CMC 21.06..../  DE000SQ3S6F5  /

EUWAX
2024-05-23  8:49:01 AM Chg.-0.10 Bid9:51:47 PM Ask9:51:47 PM Underlying Strike price Expiration date Option type
4.92EUR -1.99% 4.86
Bid Size: 50,000		 -
Ask Size: -		 JPMORGAN CHASE ... 145.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S6F
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 3.86
Intrinsic value: 3.82
Implied volatility: 1.44
Historic volatility: 0.15
Parity: 3.82
Time value: 1.18
Break-even: 195.00
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 1.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.39
Omega: 2.87
Rho: 0.07
 

Quote data

Open: 4.92
High: 4.92
Low: 4.92
Previous Close: 5.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.64%
1 Month  
+15.76%
3 Months  
+35.16%
YTD  
+85.66%
1 Year  
+313.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.68 4.73
1M High / 1M Low: 5.68 4.25
6M High / 6M Low: 5.68 1.50
High (YTD): 2024-05-20 5.68
Low (YTD): 2024-01-17 2.42
52W High: 2024-05-20 5.68
52W Low: 2023-10-27 0.81
Avg. price 1W:   5.20
Avg. volume 1W:   0.00
Avg. price 1M:   4.73
Avg. volume 1M:   0.00
Avg. price 6M:   3.47
Avg. volume 6M:   0.00
Avg. price 1Y:   2.43
Avg. volume 1Y:   0.00
Volatility 1M:   82.56%
Volatility 6M:   74.03%
Volatility 1Y:   88.59%
Volatility 3Y:   -