Soc. Generale Call 350 ULTA 20.12.2024
/ DE000SW3VZD2
Soc. Generale Call 350 ULTA 20.12.../ DE000SW3VZD2 /
| 12/08/2024 14:36:54 |
Chg.-0.120 |
Bid15:00:31 |
Ask15:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
-4.80% |
2.380
Bid Size: 2,000 |
2.660
Ask Size: 2,000 |
Ulta Beauty Inc |
350.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VZD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
-2.55 |
| Time value: |
2.53 |
| Break-even: |
346.02 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
2.02% |
| Delta: |
0.46 |
| Theta: |
-0.14 |
| Omega: |
5.37 |
| Rho: |
0.39 |
Quote data
| Open: |
2.320 |
| High: |
2.380 |
| Low: |
2.320 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.30% |
| 1 Month |
|
|
-69.25% |
| 3 Months |
|
|
-69.84% |
| YTD |
|
|
-84.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.500 |
| 1M High / 1M Low: |
7.740 |
2.500 |
| 6M High / 6M Low: |
21.750 |
2.500 |
| High (YTD): |
13/03/2024 |
21.750 |
| Low (YTD): |
09/08/2024 |
2.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.78% |
| Volatility 6M: |
|
103.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
