OverviewChartNewsTraderScreen

Soc. Generale Put 350 ULTA 20.09..../  DE000SV6Q1C2  /

EUWAX
8/12/2024  8:32:23 AM Chg.+0.29 Bid3:55:54 PM Ask3:55:54 PM Underlying Strike price Expiration date Option type
3.27EUR +9.73% 3.57
Bid Size: 15,000		 3.64
Ask Size: 15,000		 Ulta Beauty Inc 350.00 USD 9/20/2024 Put
 

Master data

WKN: SV6Q1C
Issuer: Société Générale
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.34
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.55
Implied volatility: 0.53
Historic volatility: 0.27
Parity: 2.55
Time value: 0.99
Break-even: 285.32
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.36
Spread abs.: 0.07
Spread %: 2.02%
Delta: -0.65
Theta: -0.22
Omega: -5.38
Rho: -0.24
 

Quote data

Open: 3.27
High: 3.27
Low: 3.27
Previous Close: 2.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.96%
1 Month  
+505.56%
3 Months  
+153.49%
YTD  
+284.71%
1 Year  
+46.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.12 2.82
1M High / 1M Low: 3.12 0.39
6M High / 6M Low: 3.12 0.19
High (YTD): 8/8/2024 3.12
Low (YTD): 4/2/2024 0.19
52W High: 11/1/2023 3.49
52W Low: 4/2/2024 0.19
Avg. price 1W:   2.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   1.45
Avg. volume 1Y:   0.00
Volatility 1M:   440.92%
Volatility 6M:   448.19%
Volatility 1Y:   325.44%
Volatility 3Y:   -