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

Frankfurt Zert./SG
12/06/2024  21:41:25 Chg.-0.280 Bid21:59:47 Ask- Underlying Strike price Expiration date Option type
4.810EUR -5.50% 4.770
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 140.00 - 21/06/2024 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: 21/06/2024
Issue date: 03/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 4.10
Implied volatility: 2.53
Historic volatility: 0.16
Parity: 4.10
Time value: 0.98
Break-even: 190.80
Moneyness: 1.29
Premium: 0.05
Premium p.a.: 7.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -1.12
Omega: 2.86
Rho: 0.02
 

Quote data

Open: 5.020
High: 5.170
Low: 4.810
Previous Close: 5.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.07%
1 Month
  -13.33%
3 Months  
+2.34%
YTD  
+60.33%
1 Year  
+214.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.580 5.090
1M High / 1M Low: 6.040 5.090
6M High / 6M Low: 6.040 2.360
High (YTD): 17/05/2024 6.040
Low (YTD): 17/01/2024 2.830
52W High: 17/05/2024 6.040
52W Low: 27/10/2023 1.030
Avg. price 1W:   5.356
Avg. volume 1W:   0.000
Avg. price 1M:   5.540
Avg. volume 1M:   0.000
Avg. price 6M:   4.326
Avg. volume 6M:   0.000
Avg. price 1Y:   3.017
Avg. volume 1Y:   12.500
Volatility 1M:   70.42%
Volatility 6M:   65.23%
Volatility 1Y:   76.21%
Volatility 3Y:   -