Soc. Generale Call 340 ULTA 20.12.2024
/ DE000SW97J15
Soc. Generale Call 340 ULTA 20.12.../ DE000SW97J15 /
| 10/17/2024 9:44:39 AM |
Chg.+0.09 |
Bid2:37:04 PM |
Ask2:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
+2.22% |
4.16
Bid Size: 1,000 |
4.61
Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW97J1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
3.06 |
| Time value: |
1.43 |
| Break-even: |
358.01 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
1.13% |
| Delta: |
0.73 |
| Theta: |
-0.19 |
| Omega: |
5.56 |
| Rho: |
0.36 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
4.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.29% |
| 1 Month |
|
|
-26.98% |
| 3 Months |
|
|
-47.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
3.93 |
| 1M High / 1M Low: |
6.97 |
3.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
