Soc. Generale Call 97.21 ILMN 20.09.2024
/ DE000SU18Y48
Soc. Generale Call 97.21 ILMN 20..../ DE000SU18Y48 /
9/3/2024 8:27:40 AM |
Chg.+0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.04EUR |
+2.01% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
97.21 USD |
9/20/2024 |
Call |
Master data
WKN: |
SU18Y4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
97.21 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
3.18 |
Implied volatility: |
1.21 |
Historic volatility: |
0.38 |
Parity: |
3.18 |
Time value: |
0.18 |
Break-even: |
120.49 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
-0.17 |
Omega: |
3.28 |
Rho: |
0.03 |
Quote data
Open: |
3.04 |
High: |
3.04 |
Low: |
3.04 |
Previous Close: |
2.98 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.01% |
1 Month |
|
|
+20.63% |
3 Months |
|
|
+121.90% |
YTD |
|
|
-38.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.27 |
2.98 |
1M High / 1M Low: |
3.47 |
1.74 |
6M High / 6M Low: |
4.47 |
1.18 |
High (YTD): |
1/30/2024 |
5.26 |
Low (YTD): |
5/31/2024 |
1.18 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.15% |
Volatility 6M: |
|
176.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |