Soc. Generale Call 140 ROST 20.09.../  DE000SQ4M3V4  /

Frankfurt Zert./SG
7/26/2024  9:19:11 PM Chg.-0.030 Bid9:43:16 PM Ask9:43:16 PM Underlying Strike price Expiration date Option type
0.660EUR -4.35% 0.660
Bid Size: 70,000
0.670
Ask Size: 70,000
Ross Stores Inc 140.00 USD 9/20/2024 Call
 

Master data

WKN: SQ4M3V
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/20/2024
Issue date: 11/21/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.58
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.10
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.10
Time value: 0.60
Break-even: 136.02
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.57
Theta: -0.06
Omega: 10.56
Rho: 0.10
 

Quote data

Open: 0.640
High: 0.730
Low: 0.640
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.35%
1 Month
  -43.59%
3 Months
  -1.49%
YTD
  -45.45%
1 Year  
+11.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.690
1M High / 1M Low: 1.500 0.690
6M High / 6M Low: 1.890 0.450
High (YTD): 3/4/2024 1.890
Low (YTD): 5/2/2024 0.450
52W High: 3/4/2024 1.890
52W Low: 9/27/2023 0.400
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   1.015
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   203.02%
Volatility 6M:   175.57%
Volatility 1Y:   149.47%
Volatility 3Y:   -