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Soc. Generale Call 170 ROST 20.06.../  DE000SU2UML9  /

Frankfurt Zert./SG
2024-11-12  9:09:49 PM Chg.-0.010 Bid2024-11-12 Ask2024-11-12 Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 100,000		 0.330
Ask Size: 100,000		 Ross Stores Inc 170.00 USD 2025-06-20 Call
 

Master data

WKN: SU2UML
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-27
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.09
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -2.59
Time value: 0.36
Break-even: 163.03
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.25
Theta: -0.02
Omega: 9.16
Rho: 0.18
 

Quote data

Open: 0.310
High: 0.320
Low: 0.270
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -25.58%
3 Months
  -40.74%
YTD
  -61.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 0.600 0.230
6M High / 6M Low: 0.940 0.230
High (YTD): 2024-03-04 1.370
Low (YTD): 2024-10-28 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.63%
Volatility 6M:   189.34%
Volatility 1Y:   -
Volatility 3Y:   -