Soc. Generale Call 220 LULU 20.12.../  DE000SY6CN10  /

EUWAX
12/11/2024  08:10:37 Chg.+0.67 Bid14:37:34 Ask14:37:34 Underlying Strike price Expiration date Option type
9.36EUR +7.71% 9.36
Bid Size: 1,000
-
Ask Size: -
Lululemon Athletica ... 220.00 USD 20/12/2024 Call
 

Master data

WKN: SY6CN1
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 30/07/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 9.30
Intrinsic value: 9.23
Implied volatility: 0.69
Historic volatility: 0.33
Parity: 9.23
Time value: 0.18
Break-even: 300.42
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.09
Omega: 3.05
Rho: 0.20
 

Quote data

Open: 9.36
High: 9.36
Low: 9.36
Previous Close: 8.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.54%
1 Month  
+71.74%
3 Months  
+150.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.47 8.69
1M High / 1M Low: 9.47 5.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.12
Avg. volume 1W:   0.00
Avg. price 1M:   7.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -