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

EUWAX
2024-07-26  9:24:07 AM Chg.-0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% -
Bid Size: -		 -
Ask Size: -		 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: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -49.06%
3 Months
  -12.90%
YTD
  -65.38%
1 Year
  -34.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.690 0.270
6M High / 6M Low: 1.250 0.210
High (YTD): 2024-03-05 1.250
Low (YTD): 2024-05-03 0.210
52W High: 2024-03-05 1.250
52W Low: 2024-05-03 0.210
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   270.71%
Volatility 6M:   222.44%
Volatility 1Y:   179.78%
Volatility 3Y:   -