Soc. Generale Call 350 ULTA 19.12.2025
/ DE000SY0ZAP4
Soc. Generale Call 350 ULTA 19.12.../ DE000SY0ZAP4 /
10/17/2024 10:57:01 AM |
Chg.-0.200 |
Bid11:31:26 AM |
Ask11:31:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.550EUR |
-2.58% |
7.710 Bid Size: 1,000 |
8.130 Ask Size: 1,000 |
Ulta Beauty Inc |
350.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
SY0ZAP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
5/28/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.08 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
2.14 |
Time value: |
5.71 |
Break-even: |
400.82 |
Moneyness: |
1.07 |
Premium: |
0.17 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
0.51% |
Delta: |
0.67 |
Theta: |
-0.08 |
Omega: |
2.95 |
Rho: |
1.80 |
Quote data
Open: |
7.510 |
High: |
7.550 |
Low: |
7.490 |
Previous Close: |
7.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.94% |
1 Month |
|
|
-19.60% |
3 Months |
|
|
-26.34% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.750 |
7.060 |
1M High / 1M Low: |
9.880 |
6.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |