Soc. Generale Call 150 ILMN 20.09.2024
/ DE000SW22WQ5
Soc. Generale Call 150 ILMN 20.09.../ DE000SW22WQ5 /
| 2024-07-05 9:41:56 PM |
Chg.+0.050 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+33.33% |
0.200
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
Illumina Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW22WQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
-3.83 |
| Time value: |
0.20 |
| Break-even: |
140.38 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
4.07 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.16 |
| Theta: |
-0.04 |
| Omega: |
7.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.210 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.78% |
| 3 Months |
|
|
-84.00% |
| YTD |
|
|
-91.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.510 |
0.150 |
| 6M High / 6M Low: |
2.350 |
0.150 |
| High (YTD): |
2024-01-09 |
2.350 |
| Low (YTD): |
2024-07-04 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.56% |
| Volatility 6M: |
|
214.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
