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Soc. Generale Call 165.26 ILMN 17.../  DE000SV9LS66  /

Frankfurt Zert./SG
10/15/2024  9:42:33 PM Chg.-0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.780EUR -4.88% 0.750
Bid Size: 10,000		 0.770
Ask Size: 10,000		 Illumina Inc 165.26 USD 1/17/2025 Call
 

Master data

WKN: SV9LS6
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 165.26 USD
Maturity: 1/17/2025
Issue date: 7/11/2023
Last trading day: 1/16/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 16.74
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -1.53
Time value: 0.84
Break-even: 159.65
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.83
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.39
Theta: -0.07
Omega: 6.61
Rho: 0.12
 

Quote data

Open: 0.790
High: 0.830
Low: 0.750
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.88%
1 Month  
+62.50%
3 Months  
+73.33%
YTD
  -66.67%
1 Year
  -54.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.560
1M High / 1M Low: 0.820 0.320
6M High / 6M Low: 1.050 0.250
High (YTD): 1/9/2024 2.330
Low (YTD): 7/9/2024 0.250
52W High: 12/27/2023 2.370
52W Low: 7/9/2024 0.250
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.541
Avg. volume 6M:   0.000
Avg. price 1Y:   1.045
Avg. volume 1Y:   0.000
Volatility 1M:   336.78%
Volatility 6M:   245.57%
Volatility 1Y:   204.47%
Volatility 3Y:   -