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Soc. Generale Call 95 ROST 20.09..../  DE000SQ3HFF6  /

Frankfurt Zert./SG
2024-05-17  9:50:14 PM Chg.-0.220 Bid9:58:07 PM Ask- Underlying Strike price Expiration date Option type
3.600EUR -5.76% 3.590
Bid Size: 2,000		 -
Ask Size: -		 Ross Stores Inc 95.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HFF
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 3.28
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 3.62
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 3.62
Time value: 0.15
Break-even: 125.11
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 3.17
Rho: 0.28
 

Quote data

Open: 3.540
High: 3.710
Low: 3.540
Previous Close: 3.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.51%
1 Month
  -3.23%
3 Months
  -26.83%
YTD
  -15.29%
1 Year  
+58.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.600
1M High / 1M Low: 3.870 3.270
6M High / 6M Low: 5.340 3.270
High (YTD): 2024-03-04 5.340
Low (YTD): 2024-05-02 3.270
52W High: 2024-03-04 5.340
52W Low: 2023-06-01 1.920
Avg. price 1W:   3.734
Avg. volume 1W:   0.000
Avg. price 1M:   3.682
Avg. volume 1M:   0.000
Avg. price 6M:   4.311
Avg. volume 6M:   0.000
Avg. price 1Y:   3.441
Avg. volume 1Y:   0.000
Volatility 1M:   56.36%
Volatility 6M:   41.50%
Volatility 1Y:   60.50%
Volatility 3Y:   -