Soc. Generale Put 350 LULU 20.09.2024
/ DE000SV6QW76
Soc. Generale Put 350 LULU 20.09..../ DE000SV6QW76 /
2024-07-05 9:48:41 PM |
Chg.+0.180 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.080EUR |
+3.67% |
5.110 Bid Size: 1,000 |
5.140 Ask Size: 1,000 |
Lululemon Athletica ... |
350.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6QW7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.79 |
Intrinsic value: |
4.78 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
4.78 |
Time value: |
0.39 |
Break-even: |
271.19 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.58% |
Delta: |
-0.77 |
Theta: |
-0.08 |
Omega: |
-4.09 |
Rho: |
-0.55 |
Quote data
Open: |
4.790 |
High: |
5.170 |
Low: |
4.790 |
Previous Close: |
4.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.20% |
1 Month |
|
|
+35.11% |
3 Months |
|
|
+89.55% |
YTD |
|
|
+527.16% |
1 Year |
|
|
+35.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.080 |
4.830 |
1M High / 1M Low: |
5.090 |
3.760 |
6M High / 6M Low: |
5.750 |
0.830 |
High (YTD): |
2024-05-28 |
5.750 |
Low (YTD): |
2024-03-21 |
0.830 |
52W High: |
2024-05-28 |
5.750 |
52W Low: |
2023-12-29 |
0.810 |
Avg. price 1W: |
|
4.914 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.435 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.501 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.574 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.34% |
Volatility 6M: |
|
178.79% |
Volatility 1Y: |
|
147.18% |
Volatility 3Y: |
|
- |