Soc. Generale Call 320 ULTA 21.03.2025
/ DE000SY6KZ99
Soc. Generale Call 320 ULTA 21.03.../ DE000SY6KZ99 /
2024-10-17 12:25:27 PM |
Chg.-0.110 |
Bid1:35:27 PM |
Ask1:35:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.840EUR |
-1.58% |
6.740 Bid Size: 1,000 |
7.210 Ask Size: 1,000 |
Ulta Beauty Inc |
320.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SY6KZ9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.96 |
Intrinsic value: |
4.90 |
Implied volatility: |
0.46 |
Historic volatility: |
0.30 |
Parity: |
4.90 |
Time value: |
2.11 |
Break-even: |
364.79 |
Moneyness: |
1.17 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
0.72% |
Delta: |
0.76 |
Theta: |
-0.12 |
Omega: |
3.73 |
Rho: |
0.81 |
Quote data
Open: |
6.620 |
High: |
6.840 |
Low: |
6.590 |
Previous Close: |
6.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-22.80% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.950 |
6.080 |
1M High / 1M Low: |
9.400 |
6.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |