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Soc. Generale Call 160 ROST 20.12.../  DE000SU2TEU9  /

Frankfurt Zert./SG
08/11/2024  21:46:15 Chg.+0.030 Bid08/11/2024 Ask08/11/2024 Underlying Strike price Expiration date Option type
0.120EUR +33.33% 0.120
Bid Size: 90,000		 0.130
Ask Size: 90,000		 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: 132.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -1.66
Time value: 0.10
Break-even: 149.20
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.98
Spread abs.: 0.01
Spread %: 11.24%
Delta: 0.15
Theta: -0.04
Omega: 19.44
Rho: 0.02
 

Quote data

Open: 0.061
High: 0.120
Low: 0.061
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+76.47%
1 Month
  -25.00%
3 Months
  -61.29%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.056
1M High / 1M Low: 0.300 0.056
6M High / 6M Low: 0.680 0.056
High (YTD): 04/03/2024 1.210
Low (YTD): 06/11/2024 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.67%
Volatility 6M:   271.23%
Volatility 1Y:   -
Volatility 3Y:   -