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Soc. Generale Call 160 ILMN 17.01.../  DE000SV74Y22  /

Frankfurt Zert./SG
8/9/2024  1:13:15 PM Chg.0.000 Bid1:56:20 PM Ask1:56:20 PM Underlying Strike price Expiration date Option type
0.920EUR 0.00% 0.910
Bid Size: 10,000		 0.990
Ask Size: 10,000		 Illumina Inc 160.00 USD 1/17/2025 Call
 

Master data

WKN: SV74Y2
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 6/30/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.97
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.38
Parity: -3.05
Time value: 0.97
Break-even: 156.29
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.37
Theta: -0.06
Omega: 4.42
Rho: 0.15
 

Quote data

Open: 0.920
High: 0.930
Low: 0.910
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.58%
1 Month  
+170.59%
3 Months  
+31.43%
YTD
  -65.54%
1 Year
  -83.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.800
1M High / 1M Low: 0.930 0.340
6M High / 6M Low: 2.390 0.340
High (YTD): 1/9/2024 2.640
Low (YTD): 7/9/2024 0.340
52W High: 8/9/2023 5.620
52W Low: 7/9/2024 0.340
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   1.075
Avg. volume 6M:   0.000
Avg. price 1Y:   1.728
Avg. volume 1Y:   0.000
Volatility 1M:   273.38%
Volatility 6M:   187.88%
Volatility 1Y:   162.49%
Volatility 3Y:   -