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Soc. Generale Call 110 ROST 20.09.../  DE000SQ3HFJ8  /

Frankfurt Zert./SG
2024-05-22  8:45:09 AM Chg.-0.090 Bid9:10:31 AM Ask9:10:31 AM Underlying Strike price Expiration date Option type
2.230EUR -3.88% 2.220
Bid Size: 2,000		 2.480
Ask Size: 2,000		 Ross Stores Inc 110.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HFJ
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 5.16
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.05
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 2.05
Time value: 0.31
Break-even: 124.95
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.86
Theta: -0.03
Omega: 4.47
Rho: 0.27
 

Quote data

Open: 2.230
High: 2.230
Low: 2.230
Previous Close: 2.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.72%
1 Month
  -14.89%
3 Months
  -41.32%
YTD
  -28.06%
1 Year  
+53.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.310
1M High / 1M Low: 2.620 2.060
6M High / 6M Low: 4.080 2.060
High (YTD): 2024-03-04 4.080
Low (YTD): 2024-05-02 2.060
52W High: 2024-03-04 4.080
52W Low: 2023-06-01 1.230
Avg. price 1W:   2.408
Avg. volume 1W:   0.000
Avg. price 1M:   2.419
Avg. volume 1M:   0.000
Avg. price 6M:   3.091
Avg. volume 6M:   0.000
Avg. price 1Y:   2.396
Avg. volume 1Y:   0.000
Volatility 1M:   79.00%
Volatility 6M:   54.56%
Volatility 1Y:   77.43%
Volatility 3Y:   -