Soc. Generale Call 150 ILMN 20.09.../  DE000SW22WQ5  /

Frankfurt Zert./SG
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:   -