Soc. Generale Call 150 ILMN 20.09.2024
/ DE000SW22WQ5
Soc. Generale Call 150 ILMN 20.09.../ DE000SW22WQ5 /
| 29/07/2024 08:24:15 |
Chg.-0.020 |
Bid08:28:42 |
Ask08:28:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.310
Bid Size: 10,000 |
0.370
Ask Size: 10,000 |
Illumina Inc |
150.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW22WQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.38 |
| Parity: |
-2.72 |
| Time value: |
0.33 |
| Break-even: |
141.48 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
4.02 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.23 |
| Theta: |
-0.08 |
| Omega: |
7.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
+55.00% |
| 3 Months |
|
|
-65.93% |
| YTD |
|
|
-87.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.240 |
| 1M High / 1M Low: |
0.470 |
0.150 |
| 6M High / 6M Low: |
2.340 |
0.150 |
| High (YTD): |
09/01/2024 |
2.350 |
| Low (YTD): |
09/07/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.946 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.97% |
| Volatility 6M: |
|
262.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
