Soc. Generale Call 106.93 ILMN 20.09.2024
/ DE000SW32ZD5
Soc. Generale Call 106.93 ILMN 20.../ DE000SW32ZD5 /
| 9/3/2024 9:47:51 PM |
Chg.+0.040 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
+1.82% |
2.260
Bid Size: 4,000 |
-
Ask Size: - |
Illumina Inc |
106.93 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW32ZD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.93 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
9.72:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.38 |
| Parity: |
2.28 |
| Time value: |
0.20 |
| Break-even: |
120.72 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
4.27 |
| Rho: |
0.04 |
Quote data
| Open: |
2.260 |
| High: |
2.400 |
| Low: |
2.160 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.90% |
| 1 Month |
|
|
+34.13% |
| 3 Months |
|
|
+135.79% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.200 |
| 1M High / 1M Low: |
2.730 |
1.510 |
| 6M High / 6M Low: |
3.680 |
0.820 |
| High (YTD): |
1/30/2024 |
4.580 |
| Low (YTD): |
5/30/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.97% |
| Volatility 6M: |
|
185.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
