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Soc. Generale Call 170 ROST 19.09.../  DE000SU2Q5L0  /

Frankfurt Zert./SG
2024-06-27  9:52:49 AM Chg.-0.010 Bid10:00:52 AM Ask10:00:52 AM Underlying Strike price Expiration date Option type
1.090EUR -0.91% 1.080
Bid Size: 4,000		 1.200
Ask Size: 4,000		 Ross Stores Inc 170.00 USD 2025-09-19 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: 2025-09-19
Issue date: 2023-11-23
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.22
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -1.99
Time value: 1.14
Break-even: 170.58
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.79%
Delta: 0.44
Theta: -0.02
Omega: 5.37
Rho: 0.61
 

Quote data

Open: 1.070
High: 1.090
Low: 1.070
Previous Close: 1.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.87%
1 Month  
+15.96%
3 Months
  -11.38%
YTD  
+5.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.070
1M High / 1M Low: 1.180 0.820
6M High / 6M Low: 1.580 0.590
High (YTD): 2024-03-04 1.580
Low (YTD): 2024-05-02 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.00%
Volatility 6M:   111.58%
Volatility 1Y:   -
Volatility 3Y:   -