OverviewChartNewsTraderScreen

Soc. Generale Call 184.7 ILMN 20..../  DE000SQ6K478  /

EUWAX
11/8/2024  1:04:00 PM Chg.+0.017 Bid1:28:40 PM Ask1:28:40 PM Underlying Strike price Expiration date Option type
0.100EUR +20.48% 0.100
Bid Size: 10,000		 0.130
Ask Size: 10,000		 Illumina Inc 184.70 USD 12/20/2024 Call
 

Master data

WKN: SQ6K47
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 184.70 USD
Maturity: 12/20/2024
Issue date: 12/20/2022
Last trading day: 12/19/2024
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 123.24
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.38
Parity: -2.82
Time value: 0.12
Break-even: 172.25
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 3.83
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.12
Theta: -0.05
Omega: 15.32
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -66.67%
3 Months
  -71.43%
YTD
  -93.94%
1 Year
  -87.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.083
1M High / 1M Low: 0.310 0.083
6M High / 6M Low: 0.450 0.070
High (YTD): 1/9/2024 1.670
Low (YTD): 7/1/2024 0.070
52W High: 12/20/2023 1.840
52W Low: 7/1/2024 0.070
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   324.13%
Volatility 6M:   419.06%
Volatility 1Y:   319.30%
Volatility 3Y:   -