Soc. Generale Call 204.14 ILMN 20.../  DE000SQ49796  /

Frankfurt Zert./SG
04/10/2024  21:45:06 Chg.+0.040 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.170EUR +30.77% 0.170
Bid Size: 10,000
0.180
Ask Size: 10,000
Illumina Inc 204.14 USD 20/12/2024 Call
 

Master data

WKN: SQ4979
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 204.14 USD
Maturity: 20/12/2024
Issue date: 09/12/2022
Last trading day: 19/12/2024
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 73.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.39
Parity: -5.88
Time value: 0.18
Break-even: 187.75
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 5.10
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.12
Theta: -0.05
Omega: 8.48
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.170
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+107.32%
1 Month  
+88.89%
3 Months  
+88.89%
YTD
  -86.72%
1 Year
  -86.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.067
1M High / 1M Low: 0.170 0.044
6M High / 6M Low: 0.730 0.033
High (YTD): 09/01/2024 1.310
Low (YTD): 04/07/2024 0.033
52W High: 27/12/2023 1.340
52W Low: 04/07/2024 0.033
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   606.35%
Volatility 6M:   588.26%
Volatility 1Y:   436.28%
Volatility 3Y:   -