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Soc. Generale Put 450 ULTA 21.06..../  DE000SQ6LG14  /

Frankfurt Zert./SG
2024-06-11  9:51:09 PM Chg.-0.440 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
5.850EUR -7.00% 5.740
Bid Size: 600		 5.870
Ask Size: 600		 Ulta Beauty Inc 450.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6LG1
Issuer: Société Générale
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.58
Leverage: Yes

Calculated values

Fair value: 6.27
Intrinsic value: 6.27
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 6.27
Time value: 0.10
Break-even: 354.38
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 2.41%
Delta: -0.92
Theta: -0.26
Omega: -5.12
Rho: -0.11
 

Quote data

Open: 5.370
High: 6.200
Low: 5.270
Previous Close: 6.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.09%
1 Month  
+19.14%
3 Months  
+640.51%
YTD  
+174.65%
1 Year
  -5.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.290 5.720
1M High / 1M Low: 6.820 4.710
6M High / 6M Low: 6.820 0.560
High (YTD): 2024-05-23 6.820
Low (YTD): 2024-03-28 0.560
52W High: 2023-10-20 8.340
52W Low: 2024-03-28 0.560
Avg. price 1W:   5.950
Avg. volume 1W:   0.000
Avg. price 1M:   5.781
Avg. volume 1M:   0.000
Avg. price 6M:   2.812
Avg. volume 6M:   0.000
Avg. price 1Y:   4.220
Avg. volume 1Y:   0.000
Volatility 1M:   120.49%
Volatility 6M:   440.92%
Volatility 1Y:   319.08%
Volatility 3Y:   -