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Soc. Generale Call 105 ROST 20.09.../  DE000SQ3HFH2  /

EUWAX
2024-05-22  9:18:14 AM Chg.+0.07 Bid9:54:25 AM Ask9:54:25 AM Underlying Strike price Expiration date Option type
2.57EUR +2.80% 2.57
Bid Size: 2,000		 2.94
Ask Size: 2,000		 Ross Stores Inc 105.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HFH
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 2.52
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 2.52
Time value: 0.25
Break-even: 124.44
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.73%
Delta: 0.90
Theta: -0.03
Omega: 3.95
Rho: 0.27
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month
  -9.19%
3 Months
  -33.25%
YTD
  -25.51%
1 Year  
+51.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.76 2.50
1M High / 1M Low: 2.83 2.29
6M High / 6M Low: 4.26 2.29
High (YTD): 2024-02-29 4.26
Low (YTD): 2024-05-03 2.29
52W High: 2024-02-29 4.26
52W Low: 2023-06-01 1.43
Avg. price 1W:   2.64
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   3.37
Avg. volume 6M:   0.00
Avg. price 1Y:   2.67
Avg. volume 1Y:   1.16
Volatility 1M:   73.93%
Volatility 6M:   58.51%
Volatility 1Y:   73.56%
Volatility 3Y:   -