Soc. Generale Call 155.54 ILMN 21.03.2025
/ DE000SW3PLN3
Soc. Generale Call 155.54 ILMN 21.../ DE000SW3PLN3 /
15/10/2024 08:25:01 |
Chg.+0.16 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
+11.35% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
155.54 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW3PLN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.54 USD |
Maturity: |
21/03/2025 |
Issue date: |
19/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
9.72:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.39 |
Parity: |
-0.61 |
Time value: |
1.63 |
Break-even: |
158.42 |
Moneyness: |
0.96 |
Premium: |
0.16 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.03 |
Spread %: |
1.88% |
Delta: |
0.53 |
Theta: |
-0.06 |
Omega: |
4.56 |
Rho: |
0.24 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.05% |
1 Month |
|
|
+98.73% |
3 Months |
|
|
+112.16% |
YTD |
|
|
-45.49% |
1 Year |
|
|
-28.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.41 |
1.21 |
1M High / 1M Low: |
1.41 |
0.74 |
6M High / 6M Low: |
1.78 |
0.44 |
High (YTD): |
30/01/2024 |
2.90 |
Low (YTD): |
10/07/2024 |
0.44 |
52W High: |
20/12/2023 |
3.10 |
52W Low: |
10/07/2024 |
0.44 |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.89 |
Avg. volume 6M: |
|
16.28 |
Avg. price 1Y: |
|
1.45 |
Avg. volume 1Y: |
|
8.30 |
Volatility 1M: |
|
241.70% |
Volatility 6M: |
|
200.20% |
Volatility 1Y: |
|
168.62% |
Volatility 3Y: |
|
- |