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Soc. Generale Call 160 CMC 21.06..../  DE000SQ3S6J7  /

Frankfurt Zert./SG
2024-05-31  9:38:48 PM Chg.+0.180 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
3.870EUR +4.88% 4.020
Bid Size: 4,000		 -
Ask Size: -		 JPMORGAN CHASE ... 160.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S6J
Issuer: Société Générale
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.68
Implied volatility: 1.52
Historic volatility: 0.15
Parity: 2.68
Time value: 1.35
Break-even: 200.30
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 2.58
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -0.56
Omega: 3.39
Rho: 0.05
 

Quote data

Open: 3.630
High: 3.880
Low: 3.590
Previous Close: 3.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.84%
1 Month  
+22.08%
3 Months  
+46.59%
YTD  
+149.68%
1 Year  
+545.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.870 3.660
1M High / 1M Low: 4.200 2.980
6M High / 6M Low: 4.200 0.860
High (YTD): 2024-05-17 4.200
Low (YTD): 2024-01-18 1.360
52W High: 2024-05-17 4.200
52W Low: 2023-10-27 0.350
Avg. price 1W:   3.744
Avg. volume 1W:   0.000
Avg. price 1M:   3.616
Avg. volume 1M:   0.000
Avg. price 6M:   2.487
Avg. volume 6M:   0.000
Avg. price 1Y:   1.612
Avg. volume 1Y:   0.000
Volatility 1M:   94.20%
Volatility 6M:   101.43%
Volatility 1Y:   112.77%
Volatility 3Y:   -