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Soc. Generale Call 174.98 ILMN 21.../  DE000SW3PS90  /

EUWAX
11/7/2024  1:52:10 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.780EUR - -
Bid Size: -		 -
Ask Size: -		 Illumina Inc 174.98 USD 3/21/2025 Call
 

Master data

WKN: SW3PS9
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 174.98 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 17.97
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -2.22
Time value: 0.81
Break-even: 170.92
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.36
Theta: -0.06
Omega: 6.43
Rho: 0.16
 

Quote data

Open: 0.750
High: 0.780
Low: 0.750
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month
  -4.88%
3 Months  
+16.42%
YTD
  -66.09%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.700
1M High / 1M Low: 0.990 0.650
6M High / 6M Low: 0.990 0.300
High (YTD): 1/9/2024 2.320
Low (YTD): 7/10/2024 0.300
52W High: 12/20/2023 2.490
52W Low: 7/10/2024 0.300
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.784
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   1.039
Avg. volume 1Y:   0.000
Volatility 1M:   176.03%
Volatility 6M:   218.94%
Volatility 1Y:   184.07%
Volatility 3Y:   -