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Soc. Generale Call 90 ROST 21.06..../  DE000SQ0V8V6  /

Frankfurt Zert./SG
14/06/2024  11:01:29 Chg.-0.300 Bid21:59:29 Ask- Underlying Strike price Expiration date Option type
4.910EUR -5.76% -
Bid Size: -		 -
Ask Size: -		 Ross Stores Inc 90.00 - 21/06/2024 Call
 

Master data

WKN: SQ0V8V
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 4.64
Intrinsic value: 4.63
Implied volatility: 4.66
Historic volatility: 0.19
Parity: 4.63
Time value: 0.59
Break-even: 142.20
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 45.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -1.83
Omega: 2.26
Rho: 0.01
 

Quote data

Open: 4.900
High: 4.910
Low: 4.850
Previous Close: 5.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.96%
1 Month  
+25.26%
3 Months  
+0.61%
YTD  
+8.87%
1 Year  
+101.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.210 4.910
1M High / 1M Low: 5.210 3.830
6M High / 6M Low: 5.650 3.570
High (YTD): 28/02/2024 5.650
Low (YTD): 02/05/2024 3.570
52W High: 28/02/2024 5.650
52W Low: 21/06/2023 2.370
Avg. price 1W:   5.065
Avg. volume 1W:   0.000
Avg. price 1M:   4.632
Avg. volume 1M:   0.000
Avg. price 6M:   4.679
Avg. volume 6M:   0.000
Avg. price 1Y:   3.866
Avg. volume 1Y:   0.000
Volatility 1M:   95.99%
Volatility 6M:   53.69%
Volatility 1Y:   62.98%
Volatility 3Y:   -