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Soc. Generale Call 540 ULTA 20.09.../  DE000SW1Y2Y7  /

Frankfurt Zert./SG
2024-06-05  9:46:53 PM Chg.-0.020 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.140
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Ulta Beauty Inc 540.00 USD 2024-09-20 Call
 

Master data

WKN: SW1Y2Y
Issuer: Société Générale
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 223.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -13.84
Time value: 0.16
Break-even: 497.84
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 2.08
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.06
Theta: -0.04
Omega: 13.14
Rho: 0.06
 

Quote data

Open: 0.062
High: 0.150
Low: 0.061
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -70.21%
3 Months
  -97.83%
YTD
  -96.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.160
1M High / 1M Low: 0.470 0.160
6M High / 6M Low: 7.450 0.160
High (YTD): 2024-03-13 7.450
Low (YTD): 2024-06-04 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   3.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.61%
Volatility 6M:   177.12%
Volatility 1Y:   -
Volatility 3Y:   -