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Soc. Generale Call 160 ILMN 20.09.../  DE000SV73PK7  /

EUWAX
09/08/2024  08:59:00 Chg.+0.060 Bid13:42:29 Ask13:42:29 Underlying Strike price Expiration date Option type
0.170EUR +54.55% 0.160
Bid Size: 10,000		 0.200
Ask Size: 10,000		 Illumina Inc 160.00 USD 20/09/2024 Call
 

Master data

WKN: SV73PK
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 29/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.04
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.38
Parity: -3.05
Time value: 0.20
Break-even: 148.59
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 7.55
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.17
Theta: -0.08
Omega: 9.68
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month  
+84.78%
3 Months
  -43.33%
YTD
  -91.58%
1 Year
  -96.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.100
1M High / 1M Low: 0.290 0.071
6M High / 6M Low: 1.750 0.071
High (YTD): 09/01/2024 2.000
Low (YTD): 10/07/2024 0.071
52W High: 09/08/2023 5.060
52W Low: 10/07/2024 0.071
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   1.246
Avg. volume 1Y:   0.000
Volatility 1M:   655.25%
Volatility 6M:   371.40%
Volatility 1Y:   285.09%
Volatility 3Y:   -