Soc. Generale Call 95 ROST 21.06.2024
/ DE000SQ0V8W4
Soc. Generale Call 95 ROST 21.06..../ DE000SQ0V8W4 /
| 2024-06-14 8:58:38 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
- |
-
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: |
4.35 |
| 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: |
4.43 |
| High: |
4.43 |
| Low: |
4.43 |
| Previous Close: |
4.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
+30.68% |
| 3 Months |
|
|
+0.91% |
| YTD |
|
|
+8.58% |
| 1 Year |
|
|
+114.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
4.27 |
| 1M High / 1M Low: |
4.43 |
3.12 |
| 6M High / 6M Low: |
4.96 |
2.85 |
| High (YTD): |
2024-02-29 |
4.96 |
| Low (YTD): |
2024-05-03 |
2.85 |
| 52W High: |
2024-02-29 |
4.96 |
| 52W Low: |
2023-09-27 |
2.03 |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.03% |
| Volatility 6M: |
|
61.28% |
| Volatility 1Y: |
|
69.27% |
| Volatility 3Y: |
|
- |
