Soc. Generale Call 360 ULTA 21.03.2025
/ DE000SW9CZ17
Soc. Generale Call 360 ULTA 21.03.../ DE000SW9CZ17 /
9/13/2024 9:46:04 PM |
Chg.+0.340 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.170EUR |
+7.04% |
5.130 Bid Size: 1,000 |
5.170 Ask Size: 1,000 |
Ulta Beauty Inc |
360.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SW9CZ1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
4/22/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.97 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.42 |
Historic volatility: |
0.29 |
Parity: |
1.66 |
Time value: |
3.50 |
Break-even: |
376.62 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
0.78% |
Delta: |
0.65 |
Theta: |
-0.12 |
Omega: |
4.28 |
Rho: |
0.87 |
Quote data
Open: |
4.600 |
High: |
5.200 |
Low: |
4.600 |
Previous Close: |
4.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-4.61% |
3 Months |
|
|
-24.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.490 |
4.830 |
1M High / 1M Low: |
5.930 |
3.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |