Soc. Generale Call 110 ILMN 20.12.2024
/ DE000SU2TAH4
Soc. Generale Call 110 ILMN 20.12.../ DE000SU2TAH4 /
| 7/26/2024 9:53:22 AM |
Chg.+0.20 |
Bid9:09:53 PM |
Ask9:09:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
+9.80% |
2.48
Bid Size: 45,000 |
2.50
Ask Size: 45,000 |
Illumina Inc |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TAH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.38 |
| Parity: |
0.67 |
| Time value: |
1.58 |
| Break-even: |
123.87 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
3.15 |
| Rho: |
0.19 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.28% |
| 1 Month |
|
|
+22.40% |
| 3 Months |
|
|
-14.50% |
| YTD |
|
|
-52.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.87 |
| 1M High / 1M Low: |
2.54 |
1.29 |
| 6M High / 6M Low: |
4.94 |
1.20 |
| High (YTD): |
1/30/2024 |
4.94 |
| Low (YTD): |
5/31/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.70% |
| Volatility 6M: |
|
135.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
