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: |
|
- |
