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Soc. Generale Call 174.98 ILMN 17.../  DE000SV9LS74  /

Frankfurt Zert./SG
11/8/2024  9:50:44 AM Chg.-0.020 Bid10:22:04 AM Ask10:22:04 AM Underlying Strike price Expiration date Option type
0.390EUR -4.88% 0.410
Bid Size: 10,000		 0.450
Ask Size: 10,000		 Illumina Inc 174.98 USD 1/17/2025 Call
 

Master data

WKN: SV9LS7
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 174.98 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: 35.21
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -1.89
Time value: 0.42
Break-even: 166.17
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.29
Theta: -0.06
Omega: 10.04
Rho: 0.07
 

Quote data

Open: 0.400
High: 0.400
Low: 0.380
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.00%
1 Month
  -18.75%
3 Months
  -35.00%
YTD
  -81.16%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.350
1M High / 1M Low: 0.600 0.320
6M High / 6M Low: 0.610 0.180
High (YTD): 1/9/2024 2.060
Low (YTD): 7/9/2024 0.180
52W High: 12/27/2023 2.110
52W Low: 7/9/2024 0.180
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.832
Avg. volume 1Y:   0.000
Volatility 1M:   244.61%
Volatility 6M:   271.61%
Volatility 1Y:   221.92%
Volatility 3Y:   -