Soc. Generale Call 340 ULTA 16.01.2026
/ DE000SW97ZS6
Soc. Generale Call 340 ULTA 16.01.../ DE000SW97ZS6 /
12/07/2024 21:37:17 |
Chg.+0.850 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
11.870EUR |
+7.71% |
11.900 Bid Size: 1,000 |
11.950 Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SW97ZS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
10/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.64 |
Intrinsic value: |
6.69 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
6.69 |
Time value: |
5.27 |
Break-even: |
431.34 |
Moneyness: |
1.21 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
0.42% |
Delta: |
0.77 |
Theta: |
-0.07 |
Omega: |
2.43 |
Rho: |
2.59 |
Quote data
Open: |
10.760 |
High: |
11.880 |
Low: |
10.760 |
Previous Close: |
11.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.91% |
1 Month |
|
|
+12.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.870 |
10.690 |
1M High / 1M Low: |
11.870 |
9.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.432 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |