OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
06/06/2024  10:00:54 Chg.-0.084 Bid10:39:03 Ask10:39:03 Underlying Strike price Expiration date Option type
0.056EUR -60.00% 0.075
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Ulta Beauty Inc 540.00 USD 20/09/2024 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: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 237.36
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -14.06
Time value: 0.15
Break-even: 498.10
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 2.18
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.06
Theta: -0.04
Omega: 13.22
Rho: 0.05
 

Quote data

Open: 0.054
High: 0.056
Low: 0.054
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -84.00%
1 Month
  -86.67%
3 Months
  -99.12%
YTD
  -98.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.140
1M High / 1M Low: 0.470 0.140
6M High / 6M Low: 7.450 0.140
High (YTD): 13/03/2024 7.450
Low (YTD): 05/06/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   3.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.77%
Volatility 6M:   176.10%
Volatility 1Y:   -
Volatility 3Y:   -