Soc. Generale Call 450 ULTA 20.12.2024
/ DE000SV6HN94
Soc. Generale Call 450 ULTA 20.12.../ DE000SV6HN94 /
12/08/2024 18:04:58 |
Chg.-0.050 |
Bid18:14:48 |
Ask18:14:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-9.26% |
0.490 Bid Size: 35,000 |
0.510 Ask Size: 35,000 |
Ulta Beauty Inc |
450.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SV6HN9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
18/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
54.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
-11.71 |
Time value: |
0.54 |
Break-even: |
417.76 |
Moneyness: |
0.72 |
Premium: |
0.42 |
Premium p.a.: |
1.65 |
Spread abs.: |
0.02 |
Spread %: |
3.85% |
Delta: |
0.15 |
Theta: |
-0.07 |
Omega: |
8.03 |
Rho: |
0.14 |
Quote data
Open: |
0.450 |
High: |
0.520 |
Low: |
0.450 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-81.30% |
3 Months |
|
|
-84.14% |
YTD |
|
|
-94.39% |
1 Year |
|
|
-93.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.540 |
1M High / 1M Low: |
2.620 |
0.540 |
6M High / 6M Low: |
14.270 |
0.540 |
High (YTD): |
13/03/2024 |
14.270 |
Low (YTD): |
09/08/2024 |
0.540 |
52W High: |
13/03/2024 |
14.270 |
52W Low: |
09/08/2024 |
0.540 |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.144 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.948 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
213.49% |
Volatility 6M: |
|
148.10% |
Volatility 1Y: |
|
128.18% |
Volatility 3Y: |
|
- |