Soc. Generale Call 145.82 ILMN 20.09.2024
/ DE000SW22WQ5
Soc. Generale Call 145.82 ILMN 20.../ DE000SW22WQ5 /
8/30/2024 9:44:07 AM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
145.82 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW22WQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.82 USD |
Maturity: |
9/20/2024 |
Issue date: |
9/4/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
82.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.38 |
Parity: |
-1.12 |
Time value: |
0.15 |
Break-even: |
133.06 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
4.42 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
0.22 |
Theta: |
-0.09 |
Omega: |
18.07 |
Rho: |
0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-94.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.091 |
1M High / 1M Low: |
0.340 |
0.090 |
6M High / 6M Low: |
1.820 |
0.090 |
High (YTD): |
1/9/2024 |
2.430 |
Low (YTD): |
8/14/2024 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
594.07% |
Volatility 6M: |
|
349.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |