Soc. Generale Call 160 ROST 20.12.2024
/ DE000SU2TEU9
Soc. Generale Call 160 ROST 20.12.../ DE000SU2TEU9 /
| 30/08/2024 21:47:09 |
Chg.-0.090 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-20.00% |
0.380
Bid Size: 7,900 |
0.390
Ask Size: 7,900 |
Ross Stores Inc |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TEU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.85 |
| Time value: |
0.39 |
| Break-even: |
148.73 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
12.77 |
| Rho: |
0.14 |
Quote data
| Open: |
0.370 |
| High: |
0.410 |
| Low: |
0.350 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-2.70% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.360 |
| 1M High / 1M Low: |
0.660 |
0.280 |
| 6M High / 6M Low: |
1.210 |
0.260 |
| High (YTD): |
04/03/2024 |
1.210 |
| Low (YTD): |
02/05/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.60% |
| Volatility 6M: |
|
199.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
