OverviewChartNewsTraderScreen

Soc. Generale Call 380 ULTA 20.09.../  DE000SW1Y2S9  /

EUWAX
09/08/2024  09:46:12 Chg.- Bid08:04:39 Ask08:04:39 Underlying Strike price Expiration date Option type
0.530EUR - 0.410
Bid Size: 7,400		 0.560
Ask Size: 7,400		 Ulta Beauty Inc 380.00 USD 20/09/2024 Call
 

Master data

WKN: SW1Y2S
Issuer: Société Générale
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.87
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.27
Parity: -5.30
Time value: 0.51
Break-even: 353.22
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 3.95
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.20
Theta: -0.18
Omega: 11.37
Rho: 0.06
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.57%
1 Month
  -85.32%
3 Months
  -87.79%
YTD
  -95.65%
1 Year
  -95.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.440
1M High / 1M Low: 4.110 0.440
6M High / 6M Low: 17.900 0.440
High (YTD): 28/02/2024 17.900
Low (YTD): 08/08/2024 0.440
52W High: 28/02/2024 17.900
52W Low: 08/08/2024 0.440
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   2.037
Avg. volume 1M:   0.000
Avg. price 6M:   7.176
Avg. volume 6M:   0.000
Avg. price 1Y:   8.331
Avg. volume 1Y:   0.000
Volatility 1M:   257.32%
Volatility 6M:   163.07%
Volatility 1Y:   135.29%
Volatility 3Y:   -