Soc. Generale Call 350 ULTA 21.03.2025
/ DE000SW3VZE0
Soc. Generale Call 350 ULTA 21.03.../ DE000SW3VZE0 /
| 2024-07-12 9:49:25 PM |
Chg.+0.900 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.800EUR |
+11.39% |
8.750
Bid Size: 1,000 |
8.800
Ask Size: 1,000 |
Ulta Beauty Inc |
350.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3VZE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.30 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
5.77 |
| Time value: |
3.03 |
| Break-even: |
408.91 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
0.57% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
3.28 |
| Rho: |
1.38 |
Quote data
| Open: |
7.620 |
| High: |
8.800 |
| Low: |
7.620 |
| Previous Close: |
7.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.91% |
| 1 Month |
|
|
+18.60% |
| 3 Months |
|
|
-27.45% |
| YTD |
|
|
-44.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.800 |
7.500 |
| 1M High / 1M Low: |
8.800 |
6.600 |
| 6M High / 6M Low: |
22.430 |
6.600 |
| High (YTD): |
2024-03-13 |
22.430 |
| Low (YTD): |
2024-06-19 |
6.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.35% |
| Volatility 6M: |
|
77.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
