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Soc. Generale Call 340 ULTA 17.01.../  DE000SW32014  /

EUWAX
17/10/2024  09:33:04 Chg.+0.04 Bid12:01:37 Ask12:01:37 Underlying Strike price Expiration date Option type
4.49EUR +0.90% 4.69
Bid Size: 1,000		 5.13
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: 7.07
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 3.06
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 3.06
Time value: 1.80
Break-even: 361.71
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 1.04%
Delta: 0.71
Theta: -0.16
Omega: 5.05
Rho: 0.50
 

Quote data

Open: 4.49
High: 4.49
Low: 4.49
Previous Close: 4.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.65%
1 Month
  -24.41%
3 Months
  -44.84%
YTD
  -72.06%
1 Year
  -53.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.51 3.85
1M High / 1M Low: 7.23 3.85
6M High / 6M Low: 10.48 2.86
High (YTD): 28/02/2024 22.18
Low (YTD): 13/08/2024 2.86
52W High: 28/02/2024 22.18
52W Low: 13/08/2024 2.86
Avg. price 1W:   4.31
Avg. volume 1W:   0.00
Avg. price 1M:   5.66
Avg. volume 1M:   0.00
Avg. price 6M:   6.44
Avg. volume 6M:   0.00
Avg. price 1Y:   10.86
Avg. volume 1Y:   0.00
Volatility 1M:   144.09%
Volatility 6M:   168.63%
Volatility 1Y:   133.95%
Volatility 3Y:   -