Soc. Generale Call 160 ROST 20.09.2024
/ DE000SU2KSH5
Soc. Generale Call 160 ROST 20.09.../ DE000SU2KSH5 /
| 30/08/2024 21:38:11 |
Chg.-0.020 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-44.44% |
0.028
Bid Size: 10,000 |
0.038
Ask Size: 10,000 |
Ross Stores Inc |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU2KSH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
368.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.85 |
| Time value: |
0.04 |
| Break-even: |
145.20 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
2.16 |
| Spread abs.: |
0.01 |
| Spread %: |
37.04% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
43.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.033 |
| Low: |
0.020 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-79.17% |
| 1 Month |
|
|
-82.14% |
| 3 Months |
|
|
-80.77% |
| YTD |
|
|
-94.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.025 |
| 1M High / 1M Low: |
0.270 |
0.025 |
| 6M High / 6M Low: |
0.880 |
0.025 |
| High (YTD): |
04/03/2024 |
0.880 |
| Low (YTD): |
30/08/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
668.54% |
| Volatility 6M: |
|
337.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
