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Soc. Generale Call 126.37 ILMN 17.../  DE000SW3M3S9  /

Frankfurt Zert./SG
08/11/2024  13:27:57 Chg.-0.020 Bid14:25:38 Ask14:25:38 Underlying Strike price Expiration date Option type
3.010EUR -0.66% 3.000
Bid Size: 4,000		 3.130
Ask Size: 4,000		 Illumina Inc 126.37 USD 17/01/2025 Call
 

Master data

WKN: SW3M3S
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 126.37 USD
Maturity: 17/01/2025
Issue date: 19/09/2023
Last trading day: 16/01/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.74
Implied volatility: 0.51
Historic volatility: 0.38
Parity: 2.74
Time value: 0.35
Break-even: 147.09
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.31%
Delta: 0.85
Theta: -0.06
Omega: 4.09
Rho: 0.18
 

Quote data

Open: 3.060
High: 3.060
Low: 2.960
Previous Close: 3.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.66%
1 Month  
+37.44%
3 Months  
+62.70%
YTD
  -21.61%
1 Year  
+39.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.110 2.720
1M High / 1M Low: 3.110 2.100
6M High / 6M Low: 3.110 0.790
High (YTD): 30/01/2024 3.930
Low (YTD): 04/07/2024 0.790
52W High: 30/01/2024 3.930
52W Low: 04/07/2024 0.790
Avg. price 1W:   2.934
Avg. volume 1W:   0.000
Avg. price 1M:   2.511
Avg. volume 1M:   0.000
Avg. price 6M:   1.589
Avg. volume 6M:   0.000
Avg. price 1Y:   2.148
Avg. volume 1Y:   0.000
Volatility 1M:   124.17%
Volatility 6M:   178.85%
Volatility 1Y:   155.84%
Volatility 3Y:   -