Soc. Generale Call 130 ILMN 20.09.2024
/ DE000SW3M3P5
Soc. Generale Call 130 ILMN 20.09.../ DE000SW3M3P5 /
| 2024-07-05 9:47:45 PM |
Chg.+0.120 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+35.29% |
0.450
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
Illumina Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3M3P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
-1.98 |
| Time value: |
0.45 |
| Break-even: |
124.43 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.30 |
| Theta: |
-0.06 |
| Omega: |
6.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.330 |
| High: |
0.460 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.32% |
| 1 Month |
|
|
-44.58% |
| 3 Months |
|
|
-76.17% |
| YTD |
|
|
-85.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.830 |
0.340 |
| 6M High / 6M Low: |
3.340 |
0.340 |
| High (YTD): |
2024-01-30 |
3.340 |
| Low (YTD): |
2024-07-04 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.39% |
| Volatility 6M: |
|
179.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
