Soc. Generale Call 190 ROST 21.03.../  DE000SW8FXF4  /

Frankfurt Zert./SG
26/07/2024  20:12:38 Chg.0.000 Bid20:58:55 Ask20:58:55 Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 100,000
0.160
Ask Size: 100,000
Ross Stores Inc 190.00 USD 21/03/2025 Call
 

Master data

WKN: SW8FXF
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 21/03/2025
Issue date: 02/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -4.51
Time value: 0.16
Break-even: 176.69
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.12
Theta: -0.01
Omega: 10.14
Rho: 0.10
 

Quote data

Open: 0.140
High: 0.160
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -34.78%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -