Soc. Generale Call 100 ILMN 20.09.2024
/ DE000SU18Y48
Soc. Generale Call 100 ILMN 20.09.../ DE000SU18Y48 /
| 29/07/2024 08:27:44 |
Chg.+0.27 |
Bid13:12:26 |
Ask13:12:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+12.33% |
2.48
Bid Size: 4,000 |
2.68
Ask Size: 4,000 |
Illumina Inc |
100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU18Y4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.38 |
| Parity: |
1.88 |
| Time value: |
0.65 |
| Break-even: |
117.44 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
3.37 |
| Rho: |
0.09 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.39% |
| 1 Month |
|
|
+65.10% |
| 3 Months |
|
|
-14.58% |
| YTD |
|
|
-50.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.99 |
| 1M High / 1M Low: |
2.74 |
1.34 |
| 6M High / 6M Low: |
5.26 |
1.18 |
| High (YTD): |
30/01/2024 |
5.26 |
| Low (YTD): |
31/05/2024 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.16% |
| Volatility 6M: |
|
153.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
