Soc. Generale Call 540 ULTA 20.09.2024
/ DE000SW1Y2Y7
Soc. Generale Call 540 ULTA 20.09.../ DE000SW1Y2Y7 /
| 7/12/2024 9:45:57 PM |
Chg.+0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
0.140
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Ulta Beauty Inc |
540.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW1Y2Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 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: |
252.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-11.65 |
| Time value: |
0.15 |
| Break-even: |
496.62 |
| Moneyness: |
0.76 |
| Premium: |
0.31 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.06 |
| Theta: |
-0.06 |
| Omega: |
15.33 |
| Rho: |
0.04 |
Quote data
| Open: |
0.033 |
| High: |
0.140 |
| Low: |
0.033 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-89.55% |
| YTD |
|
|
-96.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.100 |
| 1M High / 1M Low: |
0.140 |
0.001 |
| 6M High / 6M Low: |
7.450 |
0.001 |
| High (YTD): |
3/13/2024 |
7.450 |
| Low (YTD): |
7/4/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24,391.43% |
| Volatility 6M: |
|
9,624.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
