Soc. Generale Call 126.37 ILMN 20.12.2024
/ DE000SU26AW4
Soc. Generale Call 126.37 ILMN 20.../ DE000SU26AW4 /
30/08/2024 08:08:06 |
Chg.+0.14 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.74EUR |
+8.75% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
126.37 USD |
20/12/2024 |
Call |
Master data
WKN: |
SU26AW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
126.37 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.53 |
Historic volatility: |
0.38 |
Parity: |
0.69 |
Time value: |
1.15 |
Break-even: |
131.93 |
Moneyness: |
1.06 |
Premium: |
0.09 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
1.10% |
Delta: |
0.65 |
Theta: |
-0.06 |
Omega: |
4.37 |
Rho: |
0.19 |
Quote data
Open: |
1.74 |
High: |
1.74 |
Low: |
1.74 |
Previous Close: |
1.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
+9.43% |
3 Months |
|
|
+155.88% |
YTD |
|
|
-52.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.74 |
1.55 |
1M High / 1M Low: |
1.96 |
1.19 |
6M High / 6M Low: |
3.22 |
0.67 |
High (YTD): |
30/01/2024 |
3.77 |
Low (YTD): |
05/07/2024 |
0.67 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.82% |
Volatility 6M: |
|
184.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |