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Soc. Generale Call 194.42 ILMN 17.../  DE000SV7H2L1  /

EUWAX
07/11/2024  09:19:56 Chg.- Bid09:02:48 Ask09:02:48 Underlying Strike price Expiration date Option type
0.110EUR - 0.130
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Illumina Inc 194.42 USD 17/01/2025 Call
 

Master data

WKN: SV7H2L
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 194.42 USD
Maturity: 17/01/2025
Issue date: 15/06/2023
Last trading day: 16/01/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 103.99
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -4.08
Time value: 0.14
Break-even: 182.52
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.70
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.11
Theta: -0.04
Omega: 11.91
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -57.69%
3 Months
  -63.33%
YTD
  -93.21%
1 Year
  -86.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.110
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 0.390 0.110
High (YTD): 09/01/2024 1.610
Low (YTD): 07/11/2024 0.110
52W High: 21/12/2023 1.680
52W Low: 07/11/2024 0.110
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   510.641
Avg. price 1Y:   0.580
Avg. volume 1Y:   262.329
Volatility 1M:   254.97%
Volatility 6M:   310.09%
Volatility 1Y:   246.40%
Volatility 3Y:   -