Soc. Generale Call 105 ILMN 20.09.2024
/ DE000SU18Y55
Soc. Generale Call 105 ILMN 20.09.../ DE000SU18Y55 /
| 2024-07-24 9:46:07 PM |
Chg.+0.110 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
+6.29% |
1.840
Bid Size: 5,000 |
1.860
Ask Size: 5,000 |
Illumina Inc |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.38 |
| Parity: |
0.98 |
| Time value: |
0.81 |
| Break-even: |
114.68 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
4.10 |
| Rho: |
0.09 |
Quote data
| Open: |
1.640 |
| High: |
1.950 |
| Low: |
1.590 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+17.72% |
| 3 Months |
|
|
-28.19% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.720 |
| 1M High / 1M Low: |
2.490 |
1.100 |
| 6M High / 6M Low: |
4.920 |
1.010 |
| High (YTD): |
2024-01-30 |
4.920 |
| Low (YTD): |
2024-05-30 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.682 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.55% |
| Volatility 6M: |
|
165.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
