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Soc. Generale Call 155.54 ILMN 20.../  DE000SV74Y14  /

EUWAX
07/11/2024  12:56:35 Chg.- Bid09:05:33 Ask09:05:33 Underlying Strike price Expiration date Option type
0.670EUR - 0.770
Bid Size: 7,000		 0.870
Ask Size: 7,000		 Illumina Inc 155.54 USD 20/12/2024 Call
 

Master data

WKN: SV74Y1
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 155.54 USD
Maturity: 20/12/2024
Issue date: 30/06/2023
Last trading day: 19/12/2024
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 17.82
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.38
Parity: -0.04
Time value: 0.83
Break-even: 152.14
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.53
Theta: -0.10
Omega: 9.46
Rho: 0.08
 

Quote data

Open: 0.660
High: 0.670
Low: 0.660
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.69%
1 Month
  -8.22%
3 Months  
+1.52%
YTD
  -72.87%
1 Year
  -45.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.640
1M High / 1M Low: 0.960 0.550
6M High / 6M Low: 0.960 0.250
High (YTD): 30/01/2024 2.540
Low (YTD): 01/07/2024 0.250
52W High: 30/01/2024 2.540
52W Low: 01/07/2024 0.250
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   1.067
Avg. volume 1Y:   0.000
Volatility 1M:   255.56%
Volatility 6M:   276.59%
Volatility 1Y:   222.87%
Volatility 3Y:   -