Soc. Generale Call 102.07 ILMN 20.09.2024
/ DE000SU18Y55
Soc. Generale Call 102.07 ILMN 20.../ DE000SU18Y55 /
02/09/2024 21:09:33 |
Chg.-0.100 |
Bid02/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.680EUR |
-3.60% |
2.680 Bid Size: 4,000 |
- Ask Size: - |
Illumina Inc |
102.07 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU18Y5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
102.07 USD |
Maturity: |
20/09/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.75 |
Intrinsic value: |
2.73 |
Implied volatility: |
0.63 |
Historic volatility: |
0.38 |
Parity: |
2.73 |
Time value: |
0.04 |
Break-even: |
119.33 |
Moneyness: |
1.29 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.04 |
Omega: |
4.29 |
Rho: |
0.04 |
Quote data
Open: |
2.530 |
High: |
2.730 |
Low: |
2.530 |
Previous Close: |
2.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.90% |
1 Month |
|
|
+32.67% |
3 Months |
|
|
+129.06% |
YTD |
|
|
-42.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.040 |
2.670 |
1M High / 1M Low: |
3.170 |
1.820 |
6M High / 6M Low: |
4.000 |
1.010 |
High (YTD): |
30/01/2024 |
4.920 |
Low (YTD): |
30/05/2024 |
1.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.281 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.77% |
Volatility 6M: |
|
173.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |