Soc. Generale Call 155.54 ILMN 20.03.2026
/ DE000SU5XCH5
Soc. Generale Call 155.54 ILMN 20.../ DE000SU5XCH5 /
27/09/2024 09:17:50 |
Chg.+0.24 |
Bid17:05:30 |
Ask17:05:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.33EUR |
+11.48% |
2.47 Bid Size: 60,000 |
2.49 Ask Size: 60,000 |
Illumina Inc |
155.54 USD |
20/03/2026 |
Call |
Master data
WKN: |
SU5XCH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.54 USD |
Maturity: |
20/03/2026 |
Issue date: |
18/12/2023 |
Last trading day: |
19/03/2026 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.37 |
Parity: |
-2.14 |
Time value: |
2.38 |
Break-even: |
162.29 |
Moneyness: |
0.85 |
Premium: |
0.37 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
0.85% |
Delta: |
0.55 |
Theta: |
-0.03 |
Omega: |
2.79 |
Rho: |
0.61 |
Quote data
Open: |
2.33 |
High: |
2.33 |
Low: |
2.33 |
Previous Close: |
2.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.51% |
1 Month |
|
|
-4.51% |
3 Months |
|
|
+43.83% |
YTD |
|
|
-41.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
2.09 |
1M High / 1M Low: |
2.61 |
2.03 |
6M High / 6M Low: |
3.33 |
1.42 |
High (YTD): |
30/01/2024 |
4.17 |
Low (YTD): |
31/05/2024 |
1.42 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.20% |
Volatility 6M: |
|
109.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |