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Soc. Generale Call 105 ROST 21.06.../  DE000SQ0V8Y0  /

Frankfurt Zert./SG
14/06/2024  11:00:19 Chg.-0.330 Bid21:59:29 Ask- Underlying Strike price Expiration date Option type
3.500EUR -8.62% -
Bid Size: -		 -
Ask Size: -		 Ross Stores Inc 105.00 - 21/06/2024 Call
 

Master data

WKN: SQ0V8Y
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 3.50
Implied volatility: 3.27
Historic volatility: 0.19
Parity: 3.50
Time value: 0.32
Break-even: 143.20
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 14.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -1.49
Omega: 3.18
Rho: 0.01
 

Quote data

Open: 3.500
High: 3.500
Low: 3.450
Previous Close: 3.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.37%
1 Month  
+36.19%
3 Months
  -1.13%
YTD  
+7.03%
1 Year  
+125.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.830 3.500
1M High / 1M Low: 3.830 2.450
6M High / 6M Low: 4.330 2.220
High (YTD): 28/02/2024 4.330
Low (YTD): 02/05/2024 2.220
52W High: 28/02/2024 4.330
52W Low: 27/09/2023 1.430
Avg. price 1W:   3.672
Avg. volume 1W:   0.000
Avg. price 1M:   3.252
Avg. volume 1M:   0.000
Avg. price 6M:   3.348
Avg. volume 6M:   0.000
Avg. price 1Y:   2.674
Avg. volume 1Y:   0.000
Volatility 1M:   149.94%
Volatility 6M:   79.11%
Volatility 1Y:   86.45%
Volatility 3Y:   -