Soc. Generale Call 170 ROST 20.12.2024
/ DE000SU2TN39
Soc. Generale Call 170 ROST 20.12.../ DE000SU2TN39 /
| 2024-07-05 9:47:43 AM |
Chg.0.000 |
Bid6:33:01 PM |
Ask6:33:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.260
Bid Size: 100,000 |
0.270
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: |
51.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-2.41 |
| Time value: |
0.26 |
| Break-even: |
159.86 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
11.08 |
| Rho: |
0.12 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
-38.89% |
| YTD |
|
|
-53.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 6M High / 6M Low: |
0.810 |
0.150 |
| High (YTD): |
2024-02-29 |
0.810 |
| Low (YTD): |
2024-05-03 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.40% |
| Volatility 6M: |
|
184.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
