Soc. Generale Call 120 ILMN 20.09.2024
/ DE000SW3VXG0
Soc. Generale Call 120 ILMN 20.09.../ DE000SW3VXG0 /
| 2024-06-27 8:12:10 PM |
Chg.+0.020 |
Bid8:19:12 PM |
Ask8:19:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+2.99% |
0.690
Bid Size: 50,000 |
0.700
Ask Size: 50,000 |
Illumina Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3VXG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
-1.34 |
| Time value: |
0.66 |
| Break-even: |
118.96 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
5.85 |
| Rho: |
0.07 |
Quote data
| Open: |
0.600 |
| High: |
0.700 |
| Low: |
0.600 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-76.69% |
| YTD |
|
|
-81.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.670 |
| 1M High / 1M Low: |
1.130 |
0.570 |
| 6M High / 6M Low: |
3.900 |
0.570 |
| High (YTD): |
2024-01-30 |
3.900 |
| Low (YTD): |
2024-05-30 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.25% |
| Volatility 6M: |
|
158.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
