Soc. Generale Call 110 ROST 21.06.2024
/ DE000SQ0V8Z7
Soc. Generale Call 110 ROST 21.06.../ DE000SQ0V8Z7 /
| 2024-06-14 8:58:38 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0V8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
4.21 |
| Historic volatility: |
0.19 |
| Parity: |
2.85 |
| Time value: |
0.51 |
| Break-even: |
143.60 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-2.90 |
| Omega: |
3.36 |
| Rho: |
0.00 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+63.44% |
| 3 Months |
|
|
-5.59% |
| YTD |
|
|
+5.92% |
| 1 Year |
|
|
+133.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.04 |
2.88 |
| 1M High / 1M Low: |
3.04 |
1.81 |
| 6M High / 6M Low: |
3.64 |
1.62 |
| High (YTD): |
2024-02-29 |
3.64 |
| Low (YTD): |
2024-05-03 |
1.62 |
| 52W High: |
2024-02-29 |
3.64 |
| 52W Low: |
2023-09-27 |
1.19 |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
130.63% |
| Volatility 6M: |
|
87.12% |
| Volatility 1Y: |
|
94.32% |
| Volatility 3Y: |
|
- |
