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Soc. Generale Put 250 LULU 20.09..../  DE000SV6SWU3  /

Frankfurt Zert./SG
9/6/2024  2:43:34 PM Chg.-0.160 Bid3:10:24 PM Ask3:10:24 PM Underlying Strike price Expiration date Option type
0.400EUR -28.57% 0.320
Bid Size: 9,400		 0.420
Ask Size: 9,400		 Lululemon Athletica ... 250.00 USD 9/20/2024 Put
 

Master data

WKN: SV6SWU
Issuer: Société Générale
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 9/20/2024
Issue date: 5/26/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.05
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.33
Time value: 0.60
Break-even: 219.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.84
Spread abs.: 0.02
Spread %: 3.45%
Delta: -0.41
Theta: -0.26
Omega: -15.55
Rho: -0.04
 

Quote data

Open: 0.500
High: 0.510
Low: 0.400
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.53%
1 Month
  -82.30%
3 Months  
+29.03%
YTD  
+122.22%
1 Year
  -51.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.360
1M High / 1M Low: 2.460 0.360
6M High / 6M Low: 2.660 0.110
High (YTD): 8/5/2024 2.660
Low (YTD): 3/20/2024 0.110
52W High: 8/5/2024 2.660
52W Low: 3/20/2024 0.110
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   1.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.656
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   344.66%
Volatility 6M:   298.64%
Volatility 1Y:   235.05%
Volatility 3Y:   -