Soc. Generale Call 100 ROST 21.06.2024
/ DE000SQ0V8X2
Soc. Generale Call 100 ROST 21.06.../ DE000SQ0V8X2 /
| 6/14/2024 8:58:38 AM |
Chg.+0.16 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+4.20% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
100.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SQ0V8X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/23/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
3.29 |
| Historic volatility: |
0.19 |
| Parity: |
3.63 |
| Time value: |
0.66 |
| Break-even: |
142.90 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
16.58 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-1.23 |
| Omega: |
2.63 |
| Rho: |
0.01 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.47% |
| 1 Month |
|
|
+41.79% |
| 3 Months |
|
|
-3.64% |
| YTD |
|
|
+8.17% |
| 1 Year |
|
|
+116.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.80 |
| 1M High / 1M Low: |
3.97 |
2.67 |
| 6M High / 6M Low: |
4.51 |
2.41 |
| High (YTD): |
2/29/2024 |
4.51 |
| Low (YTD): |
5/3/2024 |
2.41 |
| 52W High: |
2/29/2024 |
4.51 |
| 52W Low: |
7/7/2023 |
1.76 |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.10% |
| Volatility 6M: |
|
68.46% |
| Volatility 1Y: |
|
75.25% |
| Volatility 3Y: |
|
- |
