Soc. Generale Call 340 ULTA 20.12.2024
/ DE000SW97J15
Soc. Generale Call 340 ULTA 20.12.../ DE000SW97J15 /
17/10/2024 09:44:39 |
Chg.+0.09 |
Bid12:01:42 |
Ask12:01:42 |
Underlying |
Strike price |
Expiration date |
Option type |
4.14EUR |
+2.22% |
4.32 Bid Size: 1,000 |
4.77 Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/05/2024 |
Last trading day: |
19/12/2024 |
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: |
|
- |