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Soc. Generale Call 150 ROST 20.09.../  DE000SQ4VRZ8  /

Frankfurt Zert./SG
2024-07-26  9:47:06 PM Chg.-0.020 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.280
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Ross Stores Inc 150.00 USD 2024-09-20 Call
 

Master data

WKN: SQ4VRZ
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2022-11-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.76
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.84
Time value: 0.29
Break-even: 141.08
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.32
Theta: -0.05
Omega: 14.53
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.310
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.21%
1 Month
  -39.13%
3 Months
  -20.00%
YTD
  -64.56%
1 Year
  -31.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.780 0.280
6M High / 6M Low: 1.330 0.240
High (YTD): 2024-03-04 1.330
Low (YTD): 2024-05-02 0.240
52W High: 2024-03-04 1.330
52W Low: 2024-05-02 0.240
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.578
Avg. volume 1Y:   0.000
Volatility 1M:   320.08%
Volatility 6M:   211.26%
Volatility 1Y:   171.90%
Volatility 3Y:   -