Soc. Generale Call 100 ROST 21.06.../  DE000SQ0V8X2  /

EUWAX
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:   -