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Soc. Generale Call 200 ILMN 17.01.../  DE000SV7H2L1  /

EUWAX
26/07/2024  09:43:39 Chg.+0.020 Bid10:15:02 Ask10:15:02 Underlying Strike price Expiration date Option type
0.250EUR +8.70% 0.250
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Illumina Inc 200.00 USD 17/01/2025 Call
 

Master data

WKN: SV7H2L
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 17/01/2025
Issue date: 15/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.58
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -7.62
Time value: 0.26
Break-even: 186.91
Moneyness: 0.59
Premium: 0.73
Premium p.a.: 2.13
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.14
Theta: -0.03
Omega: 5.78
Rho: 0.06
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.06%
1 Month  
+4.17%
3 Months
  -47.92%
YTD
  -84.57%
1 Year
  -93.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: 1.510 0.110
High (YTD): 09/01/2024 1.610
Low (YTD): 10/07/2024 0.110
52W High: 28/07/2023 4.250
52W Low: 10/07/2024 0.110
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   3,040.636
Avg. price 6M:   0.597
Avg. volume 6M:   526.724
Avg. price 1Y:   1.119
Avg. volume 1Y:   261.305
Volatility 1M:   345.93%
Volatility 6M:   224.01%
Volatility 1Y:   186.33%
Volatility 3Y:   -