Soc. Generale Put 450 ULTA 20.09.2024
/ DE000SV6Q1E8
Soc. Generale Put 450 ULTA 20.09..../ DE000SV6Q1E8 /
8/12/2024 8:32:23 AM |
Chg.+0.62 |
Bid5:19:26 PM |
Ask5:19:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.03EUR |
+5.96% |
11.51 Bid Size: 10,000 |
11.72 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: |
|
- |