Soc. Generale Call 340 ULTA 21.06.2024
/ DE000SW320Z2
Soc. Generale Call 340 ULTA 21.06.../ DE000SW320Z2 /
| 2024-05-31 9:40:47 PM |
Chg.-0.010 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.840EUR |
-0.21% |
5.170
Bid Size: 750 |
-
Ask Size: - |
Ulta Beauty Inc |
340.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW320Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.26 |
| Parity: |
4.21 |
| Time value: |
0.64 |
| Break-even: |
362.40 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
1.04% |
| Delta: |
0.82 |
| Theta: |
-0.37 |
| Omega: |
6.01 |
| Rho: |
0.14 |
Quote data
| Open: |
3.950 |
| High: |
5.480 |
| Low: |
3.850 |
| Previous Close: |
4.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
-26.56% |
| 3 Months |
|
|
-75.92% |
| YTD |
|
|
-66.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.850 |
4.170 |
| 1M High / 1M Low: |
6.590 |
4.080 |
| 6M High / 6M Low: |
21.280 |
4.080 |
| High (YTD): |
2024-03-13 |
21.280 |
| Low (YTD): |
2024-05-23 |
4.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.14% |
| Volatility 6M: |
|
106.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
