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Soc. Generale Put 450 ULTA 20.09..../  DE000SV6Q1E8  /

EUWAX
8/12/2024  8:32:23 AM Chg.+0.62 Bid7:09:18 PM Ask7:09:18 PM Underlying Strike price Expiration date Option type
11.03EUR +5.96% 11.71
Bid Size: 10,000		 11.92
Ask Size: 10,000		 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: -2.49
Leverage: Yes

Calculated values

Fair value: 11.71
Intrinsic value: 11.71
Implied volatility: 0.72
Historic volatility: 0.27
Parity: 11.71
Time value: 0.14
Break-even: 293.86
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.21
Spread %: 1.80%
Delta: -0.90
Theta: -0.12
Omega: -2.25
Rho: -0.41
 

Quote data

Open: 11.03
High: 11.03
Low: 11.03
Previous Close: 10.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.47%
1 Month  
+136.70%
3 Months  
+95.22%
YTD  
+293.93%
1 Year  
+103.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.41 9.31
1M High / 1M Low: 10.41 3.85
6M High / 6M Low: 10.41 1.17
High (YTD): 8/9/2024 10.41
Low (YTD): 3/14/2024 1.17
52W High: 8/9/2024 10.41
52W Low: 3/14/2024 1.17
Avg. price 1W:   10.06
Avg. volume 1W:   0.00
Avg. price 1M:   6.94
Avg. volume 1M:   0.00
Avg. price 6M:   4.56
Avg. volume 6M:   0.00
Avg. price 1Y:   4.97
Avg. volume 1Y:   0.00
Volatility 1M:   187.47%
Volatility 6M:   257.83%
Volatility 1Y:   193.30%
Volatility 3Y:   -