Soc. Generale Call 105 ROST 20.09.2024
/ DE000SQ3HFH2
Soc. Generale Call 105 ROST 20.09.../ DE000SQ3HFH2 /
| 03/06/2024 09:08:34 |
Chg.-0.02 |
Bid17:44:15 |
Ask17:44:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
-0.65% |
3.43
Bid Size: 35,000 |
-
Ask Size: - |
Ross Stores Inc |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ3HFH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/10/2022 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
3.20 |
| Time value: |
0.15 |
| Break-even: |
130.25 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.27 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.38% |
| 1 Month |
|
|
+34.50% |
| 3 Months |
|
|
-25.78% |
| YTD |
|
|
-10.72% |
| 1 Year |
|
|
+101.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.86 |
| 1M High / 1M Low: |
3.29 |
2.29 |
| 6M High / 6M Low: |
4.26 |
2.29 |
| High (YTD): |
29/02/2024 |
4.26 |
| Low (YTD): |
03/05/2024 |
2.29 |
| 52W High: |
29/02/2024 |
4.26 |
| 52W Low: |
08/06/2023 |
1.44 |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.72 |
| Avg. volume 1Y: |
|
1.17 |
| Volatility 1M: |
|
100.21% |
| Volatility 6M: |
|
65.63% |
| Volatility 1Y: |
|
75.15% |
| Volatility 3Y: |
|
- |
