Soc. Generale Call 440 ULTA 20.12.2024
/ DE000SU2P7X2
Soc. Generale Call 440 ULTA 20.12.../ DE000SU2P7X2 /
| 12/08/2024 18:01:30 |
Chg.-0.050 |
Bid18:13:51 |
Ask18:13:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-7.94% |
0.580
Bid Size: 35,000 |
0.600
Ask Size: 35,000 |
Ulta Beauty Inc |
440.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2P7X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-10.80 |
| Time value: |
0.63 |
| Break-even: |
409.50 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.17 |
| Theta: |
-0.08 |
| Omega: |
7.81 |
| Rho: |
0.15 |
Quote data
| Open: |
0.540 |
| High: |
0.620 |
| Low: |
0.540 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.55% |
| 1 Month |
|
|
-80.34% |
| 3 Months |
|
|
-83.04% |
| YTD |
|
|
-93.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
2.950 |
0.630 |
| 6M High / 6M Low: |
14.970 |
0.630 |
| High (YTD): |
13/03/2024 |
14.970 |
| Low (YTD): |
09/08/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.28% |
| Volatility 6M: |
|
143.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
