Soc. Generale Call 360 ULTA 21.06.2024
/ DE000SV6VDG6
Soc. Generale Call 360 ULTA 21.06.../ DE000SV6VDG6 /
2024-06-05 1:23:17 PM |
Chg.-0.400 |
Bid1:30:25 PM |
Ask1:30:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
-13.07% |
2.650 Bid Size: 1,200 |
3.610 Ask Size: 1,200 |
Ulta Beauty Inc |
360.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SV6VDG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.04 |
Historic volatility: |
0.26 |
Parity: |
-0.21 |
Time value: |
3.02 |
Break-even: |
390.20 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
6.20 |
Spread abs.: |
0.09 |
Spread %: |
3.07% |
Delta: |
0.54 |
Theta: |
-0.98 |
Omega: |
6.34 |
Rho: |
0.07 |
Quote data
Open: |
2.440 |
High: |
2.680 |
Low: |
2.440 |
Previous Close: |
3.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.99% |
1 Month |
|
|
-42.05% |
3 Months |
|
|
-85.34% |
YTD |
|
|
-79.32% |
1 Year |
|
|
-74.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.460 |
2.860 |
1M High / 1M Low: |
4.860 |
2.760 |
6M High / 6M Low: |
19.530 |
2.760 |
High (YTD): |
2024-03-13 |
19.530 |
Low (YTD): |
2024-05-23 |
2.760 |
52W High: |
2024-03-13 |
19.530 |
52W Low: |
2024-05-23 |
2.760 |
Avg. price 1W: |
|
3.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.719 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.453 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
10.520 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
138.97% |
Volatility 6M: |
|
105.02% |
Volatility 1Y: |
|
99.57% |
Volatility 3Y: |
|
- |