OverviewChartNewsTraderScreen

Soc. Generale Call 440 LULU 20.09.../  DE000SW1YYL6  /

EUWAX
2024-06-27  10:20:19 AM Chg.-0.020 Bid5:09:55 PM Ask5:09:55 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.160
Bid Size: 70,000		 0.170
Ask Size: 70,000		 Lululemon Athletica ... 440.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YYL
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 178.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -12.66
Time value: 0.16
Break-even: 413.59
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 3.92
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.06
Theta: -0.05
Omega: 11.37
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -61.11%
3 Months
  -93.20%
YTD
  -98.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.700 0.160
6M High / 6M Low: 10.100 0.160
High (YTD): 2024-01-02 9.740
Low (YTD): 2024-06-26 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   3.806
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.50%
Volatility 6M:   208.71%
Volatility 1Y:   -
Volatility 3Y:   -