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: |
|
- |