Soc. Generale Call 136.1 ILMN 20.09.2024
/ DE000SW3M3Q3
Soc. Generale Call 136.1 ILMN 20..../ DE000SW3M3Q3 /
9/3/2024 9:46:20 PM |
Chg.-0.030 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-11.11% |
0.240 Bid Size: 10,000 |
0.250 Ask Size: 10,000 |
Illumina Inc |
136.10 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW3M3Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
136.10 USD |
Maturity: |
9/20/2024 |
Issue date: |
9/19/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
-0.44 |
Time value: |
0.34 |
Break-even: |
126.28 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
2.76 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.40 |
Theta: |
-0.15 |
Omega: |
14.21 |
Rho: |
0.02 |
Quote data
Open: |
0.260 |
High: |
0.320 |
Low: |
0.220 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.24% |
1 Month |
|
|
-47.83% |
3 Months |
|
|
-31.43% |
YTD |
|
|
-91.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.270 |
1M High / 1M Low: |
0.590 |
0.200 |
6M High / 6M Low: |
2.120 |
0.200 |
High (YTD): |
1/30/2024 |
2.810 |
Low (YTD): |
8/14/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.796 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
404.90% |
Volatility 6M: |
|
280.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |