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Soc. Generale Call 95 ROST 20.09..../  DE000SQ3HFF6  /

Frankfurt Zert./SG
14/06/2024  21:47:31 Chg.+0.030 Bid21:59:29 Ask- Underlying Strike price Expiration date Option type
4.880EUR +0.62% 4.870
Bid Size: 2,000		 -
Ask Size: -		 Ross Stores Inc 95.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3HFF
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 20/09/2024
Issue date: 27/10/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.80
Leverage: Yes

Calculated values

Fair value: 4.84
Intrinsic value: 4.76
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 4.76
Time value: 0.11
Break-even: 137.45
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 2.74
Rho: 0.22
 

Quote data

Open: 4.550
High: 4.920
Low: 4.500
Previous Close: 4.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.50%
1 Month  
+27.75%
3 Months  
+3.61%
YTD  
+14.82%
1 Year  
+111.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.880 4.710
1M High / 1M Low: 4.880 3.510
6M High / 6M Low: 5.340 3.270
High (YTD): 04/03/2024 5.340
Low (YTD): 02/05/2024 3.270
52W High: 04/03/2024 5.340
52W Low: 07/07/2023 2.240
Avg. price 1W:   4.776
Avg. volume 1W:   0.000
Avg. price 1M:   4.246
Avg. volume 1M:   0.000
Avg. price 6M:   4.377
Avg. volume 6M:   0.000
Avg. price 1Y:   3.617
Avg. volume 1Y:   0.000
Volatility 1M:   93.05%
Volatility 6M:   52.52%
Volatility 1Y:   62.67%
Volatility 3Y:   -