Soc. Generale Put 400 ULTA 20.09.2024
/ DE000SV6Q1D0
Soc. Generale Put 400 ULTA 20.09..../ DE000SV6Q1D0 /
12/07/2024 08:29:51 |
Chg.-0.26 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-12.09% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
400.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV6Q1D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
-1.19 |
Time value: |
1.69 |
Break-even: |
349.86 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.02 |
Spread %: |
1.20% |
Delta: |
-0.37 |
Theta: |
-0.15 |
Omega: |
-8.36 |
Rho: |
-0.30 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
2.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-18.88% |
3 Months |
|
|
+10.53% |
YTD |
|
|
+19.62% |
1 Year |
|
|
-38.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.39 |
1.89 |
1M High / 1M Low: |
3.09 |
1.89 |
6M High / 6M Low: |
3.85 |
0.55 |
High (YTD): |
24/05/2024 |
3.85 |
Low (YTD): |
02/04/2024 |
0.55 |
52W High: |
01/11/2023 |
5.72 |
52W Low: |
02/04/2024 |
0.55 |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.80 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
117.00% |
Volatility 6M: |
|
310.16% |
Volatility 1Y: |
|
227.62% |
Volatility 3Y: |
|
- |