Soc. Generale Call 102.07 ILMN 20.12.2024
/ DE000SU2TJJ1
Soc. Generale Call 102.07 ILMN 20.../ DE000SU2TJJ1 /
| 8/30/2024 9:37:37 AM |
Chg.+0.16 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+5.06% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
102.07 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TJJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.07 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
9.72:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
2.94 |
| Time value: |
0.54 |
| Break-even: |
125.94 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.16% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
2.99 |
| Rho: |
0.21 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.79% |
| 1 Month |
|
|
+15.28% |
| 3 Months |
|
|
+140.58% |
| YTD |
|
|
-33.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.04 |
| 1M High / 1M Low: |
3.61 |
2.27 |
| 6M High / 6M Low: |
4.56 |
1.38 |
| High (YTD): |
1/30/2024 |
5.25 |
| Low (YTD): |
5/31/2024 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.81% |
| Volatility 6M: |
|
141.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
