Soc. Generale Call 130 ILMN 20.09.../  DE000SW3M3P5  /

Frankfurt Zert./SG
2024-07-26  9:42:41 PM Chg.+0.150 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
0.800EUR +23.08% 0.770
Bid Size: 8,000
0.780
Ask Size: 8,000
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: 14.22
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.38
Parity: -0.88
Time value: 0.78
Break-even: 127.55
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.44
Theta: -0.10
Omega: 6.21
Rho: 0.06
 

Quote data

Open: 0.610
High: 0.840
Low: 0.610
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+116.22%
3 Months
  -45.58%
YTD
  -75.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.550
1M High / 1M Low: 1.000 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:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   1.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.29%
Volatility 6M:   226.73%
Volatility 1Y:   -
Volatility 3Y:   -