Soc. Generale Put 250 ULTA 19.09.2025
/ DE000SY77VD5
Soc. Generale Put 250 ULTA 19.09..../ DE000SY77VD5 /
10/17/2024 11:51:09 AM |
Chg.-0.060 |
Bid11:56:45 AM |
Ask11:56:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-6.12% |
0.930 Bid Size: 3,300 |
1.050 Ask Size: 3,300 |
Ulta Beauty Inc |
250.00 USD |
9/19/2025 |
Put |
Master data
WKN: |
SY77VD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
9/19/2025 |
Issue date: |
9/3/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
-11.35 |
Time value: |
1.01 |
Break-even: |
220.13 |
Moneyness: |
0.67 |
Premium: |
0.36 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
-0.11 |
Theta: |
-0.04 |
Omega: |
-3.87 |
Rho: |
-0.45 |
Quote data
Open: |
0.940 |
High: |
0.960 |
Low: |
0.920 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.69% |
1 Month |
|
|
-2.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.980 |
1M High / 1M Low: |
1.170 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.985 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |