Soc. Generale Call 160 ILMN 21.03.2025
/ DE000SW3PLN3
Soc. Generale Call 160 ILMN 21.03.../ DE000SW3PLN3 /
| 09/08/2024 08:27:39 |
Chg.+0.220 |
Bid11:37:57 |
Ask11:37:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+25.00% |
1.100
Bid Size: 10,000 |
1.180
Ask Size: 10,000 |
Illumina Inc |
160.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW3PLN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
-3.05 |
| Time value: |
1.14 |
| Break-even: |
157.99 |
| Moneyness: |
0.79 |
| Premium: |
0.36 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
4.04 |
| Rho: |
0.21 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.40% |
| 1 Month |
|
|
+115.69% |
| 3 Months |
|
|
+30.95% |
| YTD |
|
|
-61.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.770 |
| 1M High / 1M Low: |
0.970 |
0.440 |
| 6M High / 6M Low: |
2.640 |
0.440 |
| High (YTD): |
30/01/2024 |
2.900 |
| Low (YTD): |
10/07/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.263 |
| Avg. volume 6M: |
|
16.661 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.35% |
| Volatility 6M: |
|
169.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
