Soc. Generale Put 450 ULTA 20.09.2024
/ DE000SV6Q1E8
Soc. Generale Put 450 ULTA 20.09..../ DE000SV6Q1E8 /
7/12/2024 9:40:51 PM |
Chg.-0.780 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.280EUR |
-15.42% |
4.220 Bid Size: 1,000 |
4.260 Ask Size: 1,000 |
Ulta Beauty Inc |
450.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SV6Q1E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 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: |
-8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.74 |
Intrinsic value: |
3.40 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
3.40 |
Time value: |
0.86 |
Break-even: |
370.00 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
0.95% |
Delta: |
-0.67 |
Theta: |
-0.12 |
Omega: |
-5.97 |
Rho: |
-0.56 |
Quote data
Open: |
4.680 |
High: |
4.960 |
Low: |
4.280 |
Previous Close: |
5.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.84% |
1 Month |
|
|
-28.43% |
3 Months |
|
|
+8.91% |
YTD |
|
|
+53.41% |
1 Year |
|
|
-5.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.470 |
4.280 |
1M High / 1M Low: |
6.850 |
4.280 |
6M High / 6M Low: |
7.320 |
1.340 |
High (YTD): |
5/23/2024 |
7.320 |
Low (YTD): |
3/28/2024 |
1.340 |
52W High: |
10/20/2023 |
8.740 |
52W Low: |
3/28/2024 |
1.340 |
Avg. price 1W: |
|
5.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.882 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.918 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
101.15% |
Volatility 6M: |
|
222.31% |
Volatility 1Y: |
|
167.92% |
Volatility 3Y: |
|
- |