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

EUWAX
2024-05-27  10:08:53 AM Chg.+0.28 Bid3:52:53 PM Ask3:52:53 PM Underlying Strike price Expiration date Option type
5.08EUR +5.83% 5.23
Bid Size: 4,000		 -
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: 3.57
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 4.00
Implied volatility: 1.59
Historic volatility: 0.15
Parity: 4.00
Time value: 1.19
Break-even: 196.90
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 1.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.46
Omega: 2.81
Rho: 0.06
 

Quote data

Open: 5.08
High: 5.08
Low: 5.08
Previous Close: 4.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.56%
1 Month  
+13.14%
3 Months  
+39.18%
YTD  
+91.70%
1 Year  
+319.83%
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 1.51
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:   5.03
Avg. volume 1W:   0.00
Avg. price 1M:   4.81
Avg. volume 1M:   0.00
Avg. price 6M:   3.52
Avg. volume 6M:   0.00
Avg. price 1Y:   2.47
Avg. volume 1Y:   0.00
Volatility 1M:   86.63%
Volatility 6M:   74.23%
Volatility 1Y:   88.40%
Volatility 3Y:   -