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

Frankfurt Zert./SG
2024-05-16  6:52:27 PM Chg.+0.010 Bid7:40:46 PM Ask7:40:46 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% 0.470
Bid Size: 30,000		 0.480
Ask Size: 30,000		 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: 77.19
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -12.54
Time value: 0.48
Break-even: 500.74
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.13
Theta: -0.07
Omega: 9.87
Rho: 0.15
 

Quote data

Open: 0.380
High: 0.480
Low: 0.370
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month
  -48.35%
3 Months
  -91.44%
YTD
  -86.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.970 0.350
6M High / 6M Low: 7.450 0.350
High (YTD): 2024-03-13 7.450
Low (YTD): 2024-05-08 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   3.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.56%
Volatility 6M:   182.07%
Volatility 1Y:   -
Volatility 3Y:   -