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Soc. Generale Call 155.54 ILMN 20.../  DE000SV74Y14  /

EUWAX
10/4/2024  9:27:52 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.670EUR -1.47% -
Bid Size: -		 -
Ask Size: -		 Illumina Inc 155.54 USD 12/20/2024 Call
 

Master data

WKN: SV74Y1
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 155.54 USD
Maturity: 12/20/2024
Issue date: 6/30/2023
Last trading day: 12/19/2024
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 15.98
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.39
Parity: -1.32
Time value: 0.83
Break-even: 149.79
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.41
Theta: -0.08
Omega: 6.49
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.89%
1 Month  
+34.00%
3 Months  
+157.69%
YTD
  -72.87%
1 Year
  -73.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.370
1M High / 1M Low: 0.680 0.370
6M High / 6M Low: 1.590 0.250
High (YTD): 1/30/2024 2.540
Low (YTD): 7/1/2024 0.250
52W High: 1/30/2024 2.540
52W Low: 7/1/2024 0.250
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   1.157
Avg. volume 1Y:   0.000
Volatility 1M:   337.27%
Volatility 6M:   265.85%
Volatility 1Y:   214.23%
Volatility 3Y:   -