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Soc. Generale Call 170 ROST 20.12.../  DE000SU2TN39  /

Frankfurt Zert./SG
2024-07-26  6:59:40 PM Chg.0.000 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 100,000		 0.220
Ask Size: 100,000		 Ross Stores Inc 170.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TN3
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.11
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -2.66
Time value: 0.22
Break-even: 158.86
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.19
Theta: -0.02
Omega: 11.15
Rho: 0.09
 

Quote data

Open: 0.190
High: 0.230
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -38.24%
3 Months
  -12.50%
YTD
  -56.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 0.850 0.170
High (YTD): 2024-03-04 0.850
Low (YTD): 2024-05-02 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.88%
Volatility 6M:   162.88%
Volatility 1Y:   -
Volatility 3Y:   -