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Soc. Generale Call 170 ILMN 20.09.../  DE000SW1YXQ7  /

Frankfurt Zert./SG
8/16/2024  11:44:09 AM Chg.+0.023 Bid7:21:24 PM Ask7:21:24 PM Underlying Strike price Expiration date Option type
0.052EUR +79.31% 0.064
Bid Size: 80,000		 0.074
Ask Size: 80,000		 Illumina Inc 165.26 USD 9/20/2024 Call
 

Master data

WKN: SW1YXQ
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 165.26 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 160.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -3.75
Time value: 0.07
Break-even: 155.66
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 17.98
Spread abs.: 0.01
Spread %: 15.87%
Delta: 0.08
Theta: -0.05
Omega: 12.91
Rho: 0.01
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.22%
1 Month
  -76.36%
3 Months
  -82.67%
YTD
  -96.99%
1 Year
  -98.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.002
1M High / 1M Low: 0.220 0.002
6M High / 6M Low: 1.300 0.002
High (YTD): 1/9/2024 1.710
Low (YTD): 8/14/2024 0.002
52W High: 8/16/2023 3.440
52W Low: 8/14/2024 0.002
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.969
Avg. volume 1Y:   0.000
Volatility 1M:   4,609.03%
Volatility 6M:   1,926.21%
Volatility 1Y:   1,360.12%
Volatility 3Y:   -