Soc. Generale Knock-Out ULTA
/ DE000SU25BX2
Soc. Generale Knock-Out ULTA/ DE000SU25BX2 /
| 31/05/2024 21:45:07 |
Chg.-0.10 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
-2.18% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
634.8979 USD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU25BX |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
634.8979 USD |
| Maturity: |
Endless |
| Issue date: |
04/12/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
50:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-1.54 |
| Knock-out: |
599.97 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-178.1571 |
| Distance to knock-out %: |
-47.41% |
| Distance to strike price: |
-210.3891 |
| Distance to strike price %: |
-55.99% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.05 |
| High: |
4.63 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.07% |
| 1 Month |
|
|
+3.46% |
| 3 Months |
|
|
+187.18% |
| YTD |
|
|
+72.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
4.48 |
| 1M High / 1M Low: |
4.77 |
4.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/05/2024 |
4.77 |
| Low (YTD): |
13/03/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
