OverviewChartNewsTraderScreen

Soc. Generale Call 95 ROST 21.06..../  DE000SQ0V8W4  /

Frankfurt Zert./SG
2024-06-14  9:56:46 AM Chg.-0.360 Bid9:58:42 PM Ask- Underlying Strike price Expiration date Option type
4.380EUR -7.59% -
Bid Size: -		 -
Ask Size: -		 Ross Stores Inc 95.00 - 2024-06-21 Call
 

Master data

WKN: SQ0V8W
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 4.34
Intrinsic value: 4.34
Implied volatility: 7.65
Historic volatility: 0.19
Parity: 4.34
Time value: 0.42
Break-even: 142.60
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -5.78
Omega: 2.54
Rho: 0.00
 

Quote data

Open: 4.450
High: 4.450
Low: 4.380
Previous Close: 4.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.59%
1 Month  
+28.82%
3 Months
  -2.23%
YTD  
+6.83%
1 Year  
+109.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.740 4.380
1M High / 1M Low: 4.740 3.350
6M High / 6M Low: 5.220 3.110
High (YTD): 2024-02-28 5.220
Low (YTD): 2024-05-02 3.110
52W High: 2024-02-28 5.220
52W Low: 2023-07-07 2.050
Avg. price 1W:   4.560
Avg. volume 1W:   0.000
Avg. price 1M:   4.164
Avg. volume 1M:   0.000
Avg. price 6M:   4.234
Avg. volume 6M:   0.000
Avg. price 1Y:   3.461
Avg. volume 1Y:   0.000
Volatility 1M:   114.01%
Volatility 6M:   61.92%
Volatility 1Y:   69.94%
Volatility 3Y:   -