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Soc. Generale Call 360 ULTA 17.01.../  DE000SV6VDH4  /

EUWAX
17/10/2024  08:15:43 Chg.+0.07 Bid12:01:20 Ask12:01:20 Underlying Strike price Expiration date Option type
3.38EUR +2.11% 3.54
Bid Size: 1,000		 3.93
Ask Size: 1,000		 Ulta Beauty Inc 360.00 USD 17/01/2025 Call
 

Master data

WKN: SV6VDH
Issuer: Société Générale
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 17/01/2025
Issue date: 30/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.31
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 1.22
Implied volatility: 0.43
Historic volatility: 0.30
Parity: 1.22
Time value: 2.47
Break-even: 368.43
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 1.10%
Delta: 0.62
Theta: -0.17
Omega: 5.80
Rho: 0.45
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.19%
1 Month
  -27.78%
3 Months
  -50.51%
YTD
  -76.94%
1 Year
  -60.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.41 2.82
1M High / 1M Low: 5.71 2.82
6M High / 6M Low: 9.16 2.12
High (YTD): 28/02/2024 20.38
Low (YTD): 08/08/2024 2.12
52W High: 28/02/2024 20.38
52W Low: 08/08/2024 2.12
Avg. price 1W:   3.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.37
Avg. volume 1M:   0.00
Avg. price 6M:   5.28
Avg. volume 6M:   0.00
Avg. price 1Y:   9.55
Avg. volume 1Y:   0.00
Volatility 1M:   157.07%
Volatility 6M:   198.46%
Volatility 1Y:   154.68%
Volatility 3Y:   -