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Soc. Generale Call 120 ROST 20.09.../  DE000SQ3HFL4  /

Frankfurt Zert./SG
2024-06-19  9:47:14 PM Chg.-0.250 Bid9:58:56 PM Ask- Underlying Strike price Expiration date Option type
2.640EUR -8.65% 2.640
Bid Size: 2,000		 -
Ask Size: -		 Ross Stores Inc 120.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HFL
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 2.67
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 2.67
Time value: 0.20
Break-even: 140.44
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.03
Omega: 4.43
Rho: 0.25
 

Quote data

Open: 2.620
High: 2.670
Low: 2.610
Previous Close: 2.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.18%
1 Month  
+61.96%
3 Months
  -2.94%
YTD  
+10.46%
1 Year  
+149.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.010 2.510
1M High / 1M Low: 3.010 1.520
6M High / 6M Low: 3.290 1.380
High (YTD): 2024-03-04 3.290
Low (YTD): 2024-05-02 1.380
52W High: 2024-03-04 3.290
52W Low: 2023-09-27 0.940
Avg. price 1W:   2.730
Avg. volume 1W:   0.000
Avg. price 1M:   2.234
Avg. volume 1M:   0.000
Avg. price 6M:   2.384
Avg. volume 6M:   0.000
Avg. price 1Y:   1.890
Avg. volume 1Y:   0.000
Volatility 1M:   174.58%
Volatility 6M:   93.35%
Volatility 1Y:   98.88%
Volatility 3Y:   -