Soc. Generale Call 380 ULTA 20.09.2024
/ DE000SW1Y2S9
Soc. Generale Call 380 ULTA 20.09.../ DE000SW1Y2S9 /
| 7/12/2024 10:37:41 AM |
Chg.+0.44 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
+13.88% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
3.02 |
| Time value: |
1.49 |
| Break-even: |
393.52 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
1.12% |
| Delta: |
0.72 |
| Theta: |
-0.19 |
| Omega: |
6.08 |
| Rho: |
0.43 |
Quote data
| Open: |
3.54 |
| High: |
3.61 |
| Low: |
3.54 |
| Previous Close: |
3.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.80% |
| 1 Month |
|
|
+6.49% |
| 3 Months |
|
|
-55.92% |
| YTD |
|
|
-70.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
2.81 |
| 1M High / 1M Low: |
3.61 |
2.41 |
| 6M High / 6M Low: |
17.90 |
2.41 |
| High (YTD): |
2/28/2024 |
17.90 |
| Low (YTD): |
6/21/2024 |
2.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.31% |
| Volatility 6M: |
|
126.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
