Soc. Generale Call 95 ROST 21.06.2024
/ DE000SQ0V8W4
Soc. Generale Call 95 ROST 21.06..../ DE000SQ0V8W4 /
| 6/14/2024 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 - |
6/21/2024 |
Call |
Master data
| WKN: |
SQ0V8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/23/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
5.36 |
| Historic volatility: |
0.19 |
| Parity: |
4.35 |
| Time value: |
0.41 |
| 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: |
-2.84 |
| 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 |
|
|
-4.99% |
| 1 Month |
|
|
+26.59% |
| 3 Months |
|
|
-5.40% |
| YTD |
|
|
+6.83% |
| 1 Year |
|
|
+111.59% |
| 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): |
2/28/2024 |
5.220 |
| Low (YTD): |
5/2/2024 |
3.110 |
| 52W High: |
2/28/2024 |
5.220 |
| 52W Low: |
7/7/2023 |
2.050 |
| Avg. price 1W: |
|
4.577 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.456 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
114.01% |
| Volatility 6M: |
|
61.75% |
| Volatility 1Y: |
|
69.81% |
| Volatility 3Y: |
|
- |
