Soc. Generale Call 340 ULTA 17.01.2025
/ DE000SW32014
Soc. Generale Call 340 ULTA 17.01.../ DE000SW32014 /
| 12/07/2024 21:43:40 |
Chg.+0.830 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.680EUR |
+10.57% |
8.730
Bid Size: 1,000 |
8.780
Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SW3201 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.65 |
| Intrinsic value: |
6.69 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
6.69 |
| Time value: |
2.09 |
| Break-even: |
399.54 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
0.57% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
3.45 |
| Rho: |
1.11 |
Quote data
| Open: |
7.550 |
| High: |
8.680 |
| Low: |
7.550 |
| Previous Close: |
7.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.18% |
| 1 Month |
|
|
+17.93% |
| 3 Months |
|
|
-28.97% |
| YTD |
|
|
-46.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.680 |
7.440 |
| 1M High / 1M Low: |
8.680 |
6.460 |
| 6M High / 6M Low: |
22.710 |
6.460 |
| High (YTD): |
13/03/2024 |
22.710 |
| Low (YTD): |
20/06/2024 |
6.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.30% |
| Volatility 6M: |
|
79.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
