Soc. Generale Call 220 LULU 19.12.../  DE000SY682E8  /

Frankfurt Zert./SG
09/10/2024  21:36:36 Chg.-0.140 Bid21:59:32 Ask21:59:32 Underlying Strike price Expiration date Option type
8.230EUR -1.67% 8.220
Bid Size: 1,000
8.260
Ask Size: 1,000
Lululemon Athletica ... 220.00 USD 19/12/2025 Call
 

Master data

WKN: SY682E
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 19/12/2025
Issue date: 14/08/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 6.87
Intrinsic value: 5.16
Implied volatility: 0.51
Historic volatility: 0.32
Parity: 5.16
Time value: 3.26
Break-even: 284.64
Moneyness: 1.26
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.48%
Delta: 0.78
Theta: -0.06
Omega: 2.32
Rho: 1.33
 

Quote data

Open: 8.210
High: 8.460
Low: 8.110
Previous Close: 8.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.62%
1 Month  
+32.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.370 7.180
1M High / 1M Low: 8.410 6.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.952
Avg. volume 1W:   0.000
Avg. price 1M:   7.482
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -