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: |
|
- |
