Soc. Generale Call 100 ILMN 20.09.2024
/ DE000SU18Y48
Soc. Generale Call 100 ILMN 20.09.../ DE000SU18Y48 /
| 2024-07-05 8:27:00 AM |
Chg.-0.06 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.36 |
| Parity: |
0.79 |
| Time value: |
0.86 |
| Break-even: |
108.76 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
4.07 |
| Rho: |
0.11 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.07% |
| 1 Month |
|
|
-6.29% |
| 3 Months |
|
|
-58.13% |
| YTD |
|
|
-72.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.34 |
| 1M High / 1M Low: |
2.06 |
1.34 |
| 6M High / 6M Low: |
5.26 |
1.18 |
| High (YTD): |
2024-01-30 |
5.26 |
| Low (YTD): |
2024-05-31 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.71% |
| Volatility 6M: |
|
130.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
