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Soc. Generale Call 170 ILMN 16.01.../  DE000SU53VW4  /

Frankfurt Zert./SG
2024-07-05  10:56:10 AM Chg.0.000 Bid11:12:02 AM Ask11:12:02 AM Underlying Strike price Expiration date Option type
1.180EUR 0.00% 1.170
Bid Size: 10,000		 1.250
Ask Size: 10,000		 Illumina Inc 170.00 USD 2026-01-16 Call
 

Master data

WKN: SU53VW
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-20
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.85
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -5.99
Time value: 1.24
Break-even: 169.66
Moneyness: 0.62
Premium: 0.74
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.38
Theta: -0.02
Omega: 3.00
Rho: 0.38
 

Quote data

Open: 1.170
High: 1.180
Low: 1.170
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month
  -13.24%
3 Months
  -54.09%
YTD
  -66.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.180
1M High / 1M Low: 1.720 1.180
6M High / 6M Low: 3.650 1.120
High (YTD): 2024-01-30 3.650
Low (YTD): 2024-05-30 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   1.214
Avg. volume 1W:   0.000
Avg. price 1M:   1.405
Avg. volume 1M:   0.000
Avg. price 6M:   2.371
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.45%
Volatility 6M:   96.17%
Volatility 1Y:   -
Volatility 3Y:   -