Soc. Generale Call 120 ILMN 20.09.2024
/ DE000SW3VXG0
Soc. Generale Call 120 ILMN 20.09.../ DE000SW3VXG0 /
| 7/12/2024 9:39:22 PM |
Chg.-0.130 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-11.71% |
0.980
Bid Size: 7,000 |
1.000
Ask Size: 7,000 |
Illumina Inc |
120.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW3VXG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
-0.36 |
| Time value: |
1.00 |
| Break-even: |
120.03 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.51 |
| Theta: |
-0.09 |
| Omega: |
5.46 |
| Rho: |
0.08 |
Quote data
| Open: |
1.080 |
| High: |
1.160 |
| Low: |
0.970 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.11% |
| 1 Month |
|
|
+25.64% |
| 3 Months |
|
|
-59.67% |
| YTD |
|
|
-74.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.570 |
| 1M High / 1M Low: |
1.110 |
0.540 |
| 6M High / 6M Low: |
3.900 |
0.540 |
| High (YTD): |
1/30/2024 |
3.900 |
| Low (YTD): |
7/4/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.01% |
| Volatility 6M: |
|
187.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
