Soc. Generale Call 106.93 ILMN 20.12.2024
/ DE000SU2TAH4
Soc. Generale Call 106.93 ILMN 20.../ DE000SU2TAH4 /
| 30/08/2024 09:37:27 |
Chg.+0.17 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+6.03% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
106.93 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TAH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.93 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
9.72:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
2.28 |
| Time value: |
0.61 |
| Break-even: |
124.88 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
3.39 |
| Rho: |
0.20 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.93% |
| 1 Month |
|
|
+15.44% |
| 3 Months |
|
|
+149.17% |
| YTD |
|
|
-36.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.70 |
| 1M High / 1M Low: |
3.27 |
1.94 |
| 6M High / 6M Low: |
4.26 |
1.20 |
| High (YTD): |
30/01/2024 |
4.94 |
| Low (YTD): |
31/05/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.00% |
| Volatility 6M: |
|
149.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
