Soc. Generale Call 170 ILMN 20.03.../  DE000SU5XSS8  /

EUWAX
2024-07-25  9:53:43 AM Chg.- Bid9:34:28 AM Ask9:34:28 AM Underlying Strike price Expiration date Option type
1.84EUR - 1.96
Bid Size: 8,000
2.09
Ask Size: 8,000
Illumina Inc 170.00 USD 2026-03-20 Call
 

Master data

WKN: SU5XSS
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2026-03-20
Issue date: 2023-12-18
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -4.86
Time value: 1.99
Break-even: 176.56
Moneyness: 0.69
Premium: 0.63
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 1.02%
Delta: 0.48
Theta: -0.03
Omega: 2.59
Rho: 0.52
 

Quote data

Open: 1.84
High: 1.84
Low: 1.84
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.37%
1 Month  
+7.60%
3 Months
  -14.42%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.74
1M High / 1M Low: 2.26 1.33
6M High / 6M Low: 3.85 1.27
High (YTD): 2024-01-30 3.85
Low (YTD): 2024-05-31 1.27
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   2.37
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.67%
Volatility 6M:   103.59%
Volatility 1Y:   -
Volatility 3Y:   -