Soc. Generale Call 250 LULU 20.09.2024
/ DE000SV19559
Soc. Generale Call 250 LULU 20.09.../ DE000SV19559 /
| 7/8/2024 2:15:31 PM |
Chg.-0.060 |
Bid7/8/2024 |
Ask7/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.130EUR |
-1.16% |
5.130
Bid Size: 1,000 |
5.340
Ask Size: 1,000 |
Lululemon Athletica ... |
250.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
4.45 |
| Time value: |
0.71 |
| Break-even: |
282.53 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
0.84 |
| Theta: |
-0.11 |
| Omega: |
4.47 |
| Rho: |
0.36 |
Quote data
| Open: |
5.010 |
| High: |
5.200 |
| Low: |
5.010 |
| Previous Close: |
5.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.18% |
| 1 Month |
|
|
-28.65% |
| 3 Months |
|
|
-53.57% |
| YTD |
|
|
-79.02% |
| 1 Year |
|
|
-60.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.560 |
5.190 |
| 1M High / 1M Low: |
7.000 |
5.190 |
| 6M High / 6M Low: |
23.170 |
5.190 |
| High (YTD): |
1/2/2024 |
24.300 |
| Low (YTD): |
7/5/2024 |
5.190 |
| 52W High: |
12/11/2023 |
24.960 |
| 52W Low: |
7/5/2024 |
5.190 |
| Avg. price 1W: |
|
5.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
15.338 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.65% |
| Volatility 6M: |
|
88.05% |
| Volatility 1Y: |
|
76.93% |
| Volatility 3Y: |
|
- |
