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Soc. Generale Put 120 ROST 20.12..../  DE000SU27331  /

Frankfurt Zert./SG
2024-11-12  9:47:06 PM Chg.+0.008 Bid9:56:54 PM Ask9:56:54 PM Underlying Strike price Expiration date Option type
0.082EUR +10.81% 0.081
Bid Size: 90,000		 0.091
Ask Size: 90,000		 Ross Stores Inc 120.00 USD 2024-12-20 Put
 

Master data

WKN: SU2733
Issuer: Société Générale
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -166.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -2.10
Time value: 0.08
Break-even: 111.74
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 3.27
Spread abs.: 0.01
Spread %: 14.29%
Delta: -0.09
Theta: -0.04
Omega: -14.94
Rho: -0.01
 

Quote data

Open: 0.041
High: 0.086
Low: 0.036
Previous Close: 0.074
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.46%
1 Month
  -45.33%
3 Months
  -74.38%
YTD
  -85.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.063
1M High / 1M Low: 0.130 0.059
6M High / 6M Low: 0.530 0.052
High (YTD): 2024-05-02 0.650
Low (YTD): 2024-09-02 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.87%
Volatility 6M:   258.79%
Volatility 1Y:   -
Volatility 3Y:   -