Soc. Generale Call 170 ROST 21.03.2025
/ DE000SU2WND0
Soc. Generale Call 170 ROST 21.03.../ DE000SU2WND0 /
30/08/2024 21:37:09 |
Chg.-0.060 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-13.33% |
0.410 Bid Size: 8,000 |
0.420 Ask Size: 8,000 |
Ross Stores Inc |
170.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SU2WND |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
28/11/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-1.76 |
Time value: |
0.42 |
Break-even: |
158.08 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
9.96 |
Rho: |
0.21 |
Quote data
Open: |
0.410 |
High: |
0.440 |
Low: |
0.380 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.36% |
1 Month |
|
|
-4.88% |
3 Months |
|
|
-2.50% |
YTD |
|
|
-41.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.390 |
1M High / 1M Low: |
0.630 |
0.320 |
6M High / 6M Low: |
1.120 |
0.290 |
High (YTD): |
04/03/2024 |
1.120 |
Low (YTD): |
02/05/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.519 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.98% |
Volatility 6M: |
|
172.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |