Soc. Generale Call 170 ROST 19.09.2025
/ DE000SU2Q5L0
Soc. Generale Call 170 ROST 19.09.../ DE000SU2Q5L0 /
16/10/2024 08:44:30 |
Chg.-0.060 |
Bid16/10/2024 |
Ask16/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-8.33% |
0.660 Bid Size: 5,000 |
0.770 Ask Size: 5,000 |
Ross Stores Inc |
170.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
SU2Q5L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
23/11/2023 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-2.18 |
Time value: |
0.72 |
Break-even: |
163.40 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.36 |
Theta: |
-0.02 |
Omega: |
6.72 |
Rho: |
0.38 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.20% |
1 Month |
|
|
-35.29% |
3 Months |
|
|
-35.92% |
YTD |
|
|
-35.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.560 |
1M High / 1M Low: |
1.020 |
0.520 |
6M High / 6M Low: |
1.180 |
0.520 |
High (YTD): |
04/03/2024 |
1.580 |
Low (YTD): |
07/10/2024 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.866 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.51% |
Volatility 6M: |
|
143.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |