Soc. Generale Call 110 ILMN 20.09.2024
/ DE000SW32ZD5
Soc. Generale Call 110 ILMN 20.09.../ DE000SW32ZD5 /
| 2024-07-05 9:47:30 PM |
Chg.+0.230 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+26.14% |
1.090
Bid Size: 6,000 |
1.110
Ask Size: 6,000 |
Illumina Inc |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW32ZD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.36 |
| Parity: |
-0.14 |
| Time value: |
1.10 |
| Break-even: |
112.48 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.55 |
| Theta: |
-0.08 |
| Omega: |
4.99 |
| Rho: |
0.09 |
Quote data
| Open: |
0.860 |
| High: |
1.110 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
-28.39% |
| 3 Months |
|
|
-61.99% |
| YTD |
|
|
-74.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.880 |
| 1M High / 1M Low: |
1.550 |
0.880 |
| 6M High / 6M Low: |
4.580 |
0.820 |
| High (YTD): |
2024-01-30 |
4.580 |
| Low (YTD): |
2024-05-30 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.36% |
| Volatility 6M: |
|
145.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
