Soc. Generale Put 250 LULU 20.09.2024
/ DE000SV6SWU3
Soc. Generale Put 250 LULU 20.09..../ DE000SV6SWU3 /
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: |
|
- |