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Soc. Generale Call 450 LULU 20.09.../  DE000SV2WAH7  /

EUWAX
2024-06-27  9:05:22 AM Chg.-0.020 Bid5:06:39 PM Ask5:06:39 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.130
Bid Size: 70,000		 0.140
Ask Size: 70,000		 Lululemon Athletica ... 450.00 USD 2024-09-20 Call
 

Master data

WKN: SV2WAH
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 219.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -13.59
Time value: 0.13
Break-even: 422.65
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 4.40
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.05
Theta: -0.04
Omega: 11.64
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -64.52%
3 Months
  -93.85%
YTD
  -98.84%
1 Year
  -96.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.550 0.130
6M High / 6M Low: 9.480 0.130
High (YTD): 2024-01-02 9.200
Low (YTD): 2024-06-26 0.130
52W High: 2023-12-21 9.710
52W Low: 2024-06-26 0.130
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   3.495
Avg. volume 6M:   0.000
Avg. price 1Y:   3.999
Avg. volume 1Y:   0.000
Volatility 1M:   353.31%
Volatility 6M:   209.32%
Volatility 1Y:   175.02%
Volatility 3Y:   -