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Soc. Generale Call 250 LULU 20.09.../  DE000SV19559  /

Frankfurt Zert./SG
2024-07-30  11:07:54 AM Chg.-0.030 Bid11:39:10 AM Ask11:39:10 AM Underlying Strike price Expiration date Option type
2.280EUR -1.30% 2.280
Bid Size: 1,400		 2.410
Ask Size: 1,400		 Lululemon Athletica ... 250.00 USD 2024-09-20 Call
 

Master data

WKN: SV1955
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.83
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 0.83
Time value: 1.51
Break-even: 254.47
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 0.86%
Delta: 0.62
Theta: -0.18
Omega: 6.34
Rho: 0.18
 

Quote data

Open: 2.260
High: 2.280
Low: 2.260
Previous Close: 2.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.09%
1 Month
  -57.62%
3 Months
  -79.64%
YTD
  -90.67%
1 Year
  -83.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.870 1.860
1M High / 1M Low: 5.560 1.860
6M High / 6M Low: 22.280 1.860
High (YTD): 2024-01-02 24.300
Low (YTD): 2024-07-25 1.860
52W High: 2023-12-11 24.960
52W Low: 2024-07-25 1.860
Avg. price 1W:   2.654
Avg. volume 1W:   0.000
Avg. price 1M:   4.173
Avg. volume 1M:   0.000
Avg. price 6M:   11.544
Avg. volume 6M:   0.000
Avg. price 1Y:   14.678
Avg. volume 1Y:   0.000
Volatility 1M:   202.41%
Volatility 6M:   117.44%
Volatility 1Y:   94.35%
Volatility 3Y:   -