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Soc. Generale Call 150 ROST 21.03.../  DE000SW3PT81  /

EUWAX
2024-11-12  8:29:48 AM Chg.-0.080 Bid9:00:25 PM Ask9:00:25 PM Underlying Strike price Expiration date Option type
0.510EUR -13.56% 0.540
Bid Size: 80,000		 0.550
Ask Size: 80,000		 Ross Stores Inc 150.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PT8
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.25
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.72
Time value: 0.60
Break-even: 146.67
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.43
Theta: -0.04
Omega: 9.49
Rho: 0.18
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month
  -8.93%
3 Months
  -34.62%
YTD
  -59.84%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.410
1M High / 1M Low: 0.940 0.410
6M High / 6M Low: 1.640 0.410
High (YTD): 2024-02-29 1.900
Low (YTD): 2024-11-07 0.410
52W High: 2024-02-29 1.900
52W Low: 2024-11-07 0.410
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   0.962
Avg. volume 6M:   0.000
Avg. price 1Y:   1.095
Avg. volume 1Y:   0.000
Volatility 1M:   213.56%
Volatility 6M:   169.98%
Volatility 1Y:   140.54%
Volatility 3Y:   -