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Soc. Generale Call 155.54 ILMN 17.../  DE000SV74Y22  /

Frankfurt Zert./SG
18/10/2024  21:43:37 Chg.+0.090 Bid21:59:49 Ask21:59:49 Underlying Strike price Expiration date Option type
0.960EUR +10.34% 1.000
Bid Size: 9,000		 1.030
Ask Size: 9,000		 Illumina Inc 155.54 USD 17/01/2025 Call
 

Master data

WKN: SV74Y2
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 155.54 USD
Maturity: 17/01/2025
Issue date: 30/06/2023
Last trading day: 16/01/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 13.30
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.90
Time value: 1.04
Break-even: 153.23
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.46
Theta: -0.08
Omega: 6.12
Rho: 0.13
 

Quote data

Open: 0.860
High: 0.980
Low: 0.850
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month  
+28.00%
3 Months  
+71.43%
YTD
  -64.04%
1 Year
  -43.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.870
1M High / 1M Low: 1.150 0.460
6M High / 6M Low: 1.190 0.340
High (YTD): 09/01/2024 2.640
Low (YTD): 09/07/2024 0.340
52W High: 27/12/2023 2.680
52W Low: 09/07/2024 0.340
Avg. price 1W:   1.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   1.228
Avg. volume 1Y:   0.000
Volatility 1M:   311.29%
Volatility 6M:   228.74%
Volatility 1Y:   191.65%
Volatility 3Y:   -