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

EUWAX
7/12/2024  9:00:57 AM Chg.+0.080 Bid5:02:28 PM Ask5:02:28 PM Underlying Strike price Expiration date Option type
0.210EUR +61.54% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 Illumina Inc 160.00 USD 9/20/2024 Call
 

Master data

WKN: SV73PK
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 9/20/2024
Issue date: 6/29/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.37
Parity: -3.86
Time value: 0.24
Break-even: 149.54
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 4.32
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.17
Theta: -0.06
Omega: 7.71
Rho: 0.03
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+144.19%
1 Month
  -19.23%
3 Months
  -81.90%
YTD
  -89.60%
1 Year
  -96.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.071
1M High / 1M Low: 0.280 0.071
6M High / 6M Low: 1.960 0.071
High (YTD): 1/9/2024 2.000
Low (YTD): 7/10/2024 0.071
52W High: 7/28/2023 5.530
52W Low: 7/10/2024 0.071
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.870
Avg. volume 6M:   0.000
Avg. price 1Y:   1.636
Avg. volume 1Y:   0.000
Volatility 1M:   518.10%
Volatility 6M:   283.31%
Volatility 1Y:   229.47%
Volatility 3Y:   -