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

Frankfurt Zert./SG
6/17/2024  12:07:56 PM Chg.-0.300 Bid12:34:57 PM Ask- Underlying Strike price Expiration date Option type
4.580EUR -6.15% 4.550
Bid Size: 2,000		 -
Ask Size: -		 Ross Stores Inc 95.00 USD 9/20/2024 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: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
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: 137.46
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: 4.580
High: 4.600
Low: 4.560
Previous Close: 4.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+27.22%
3 Months
  -2.76%
YTD  
+7.76%
1 Year  
+98.27%
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): 3/4/2024 5.340
Low (YTD): 5/2/2024 3.270
52W High: 3/4/2024 5.340
52W Low: 7/7/2023 2.240
Avg. price 1W:   4.776
Avg. volume 1W:   0.000
Avg. price 1M:   4.267
Avg. volume 1M:   0.000
Avg. price 6M:   4.377
Avg. volume 6M:   0.000
Avg. price 1Y:   3.622
Avg. volume 1Y:   0.000
Volatility 1M:   91.77%
Volatility 6M:   52.52%
Volatility 1Y:   62.74%
Volatility 3Y:   -