Soc. Generale Call 160 ILMN 17.01.2025
/ DE000SV74Y22
Soc. Generale Call 160 ILMN 17.01.../ DE000SV74Y22 /
2024-07-12 2:28:27 PM |
Chg.+0.010 |
Bid2:33:46 PM |
Ask2:33:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+1.52% |
0.650 Bid Size: 10,000 |
0.720 Ask Size: 10,000 |
Illumina Inc |
160.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SV74Y2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-06-30 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.37 |
Parity: |
-3.86 |
Time value: |
0.68 |
Break-even: |
153.94 |
Moneyness: |
0.74 |
Premium: |
0.42 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
0.30 |
Theta: |
-0.04 |
Omega: |
4.81 |
Rho: |
0.13 |
Quote data
Open: |
0.640 |
High: |
0.670 |
Low: |
0.640 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+52.27% |
1 Month |
|
|
+28.85% |
3 Months |
|
|
-55.63% |
YTD |
|
|
-74.91% |
1 Year |
|
|
-88.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.340 |
1M High / 1M Low: |
0.660 |
0.340 |
6M High / 6M Low: |
2.630 |
0.340 |
High (YTD): |
2024-01-09 |
2.640 |
Low (YTD): |
2024-07-09 |
0.340 |
52W High: |
2023-07-28 |
6.020 |
52W Low: |
2024-07-09 |
0.340 |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.330 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.112 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
260.44% |
Volatility 6M: |
|
172.26% |
Volatility 1Y: |
|
152.38% |
Volatility 3Y: |
|
- |