Soc. Generale Call 120 ROST 20.09.2024
/ DE000SQ3HFL4
Soc. Generale Call 120 ROST 20.09.../ DE000SQ3HFL4 /
| 2024-06-19 9:09:57 AM |
Chg.- |
Bid8:29:25 AM |
Ask8:29:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
- |
2.71
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: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.20% |
| 1 Month |
|
|
+73.03% |
| 3 Months |
|
|
-1.50% |
| YTD |
|
|
+10.50% |
| 1 Year |
|
|
+143.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.17 |
| 1M High / 1M Low: |
2.73 |
1.47 |
| 6M High / 6M Low: |
3.15 |
1.27 |
| High (YTD): |
2024-02-29 |
3.15 |
| Low (YTD): |
2024-05-03 |
1.27 |
| 52W High: |
2024-02-29 |
3.15 |
| 52W Low: |
2023-09-27 |
0.96 |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
168.54% |
| Volatility 6M: |
|
98.50% |
| Volatility 1Y: |
|
100.94% |
| Volatility 3Y: |
|
- |
