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

EUWAX
11/7/2024  9:19:18 AM Chg.- Bid9:07:26 AM Ask9:07:26 AM Underlying Strike price Expiration date Option type
0.900EUR - 1.040
Bid Size: 7,000		 1.140
Ask Size: 7,000		 Illumina Inc 155.54 USD 1/17/2025 Call
 

Master data

WKN: SV74Y2
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 155.54 USD
Maturity: 1/17/2025
Issue date: 6/30/2023
Last trading day: 1/16/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.38
Parity: -0.04
Time value: 1.09
Break-even: 154.67
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 1.87%
Delta: 0.54
Theta: -0.08
Omega: 7.37
Rho: 0.13
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 1.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month  
+1.12%
3 Months  
+20.00%
YTD
  -66.04%
1 Year
  -34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.860
1M High / 1M Low: 1.240 0.740
6M High / 6M Low: 1.240 0.350
High (YTD): 1/30/2024 2.650
Low (YTD): 5/30/2024 0.350
52W High: 12/21/2023 2.710
52W Low: 5/30/2024 0.350
Avg. price 1W:   1.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   0.649
Avg. volume 6M:   0.000
Avg. price 1Y:   1.180
Avg. volume 1Y:   0.000
Volatility 1M:   212.58%
Volatility 6M:   227.17%
Volatility 1Y:   190.21%
Volatility 3Y:   -