Soc. Generale Call 110 ROST 20.09.2024
/ DE000SQ3HFJ8
Soc. Generale Call 110 ROST 20.09.../ DE000SQ3HFJ8 /
6/3/2024 4:55:35 PM |
Chg.+0.150 |
Bid6:00:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.000EUR |
+5.26% |
2.980 Bid Size: 35,000 |
- Ask Size: - |
Ross Stores Inc |
110.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ3HFJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.74 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
2.74 |
Time value: |
0.18 |
Break-even: |
130.56 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
4.13 |
Rho: |
0.27 |
Quote data
Open: |
2.660 |
High: |
3.020 |
Low: |
2.610 |
Previous Close: |
2.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.01% |
1 Month |
|
|
+31.00% |
3 Months |
|
|
-26.29% |
YTD |
|
|
-3.23% |
1 Year |
|
|
+125.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.970 |
2.820 |
1M High / 1M Low: |
3.170 |
2.290 |
6M High / 6M Low: |
4.080 |
2.060 |
High (YTD): |
3/4/2024 |
4.080 |
Low (YTD): |
5/2/2024 |
2.060 |
52W High: |
3/4/2024 |
4.080 |
52W Low: |
6/8/2023 |
1.240 |
Avg. price 1W: |
|
2.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.103 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.449 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
140.64% |
Volatility 6M: |
|
73.69% |
Volatility 1Y: |
|
83.71% |
Volatility 3Y: |
|
- |