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

EUWAX
10/4/2024  9:08:06 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Illumina Inc 204.14 USD 12/20/2024 Call
 

Master data

WKN: SQ4979
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 204.14 USD
Maturity: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
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: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+126.42%
1 Month  
+60.00%
3 Months  
+263.64%
YTD
  -90.55%
1 Year
  -90.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.051
1M High / 1M Low: 0.130 0.026
6M High / 6M Low: 0.690 0.016
High (YTD): 1/9/2024 1.320
Low (YTD): 7/1/2024 0.016
52W High: 12/27/2023 1.350
52W Low: 7/1/2024 0.016
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   893.57%
Volatility 6M:   765.29%
Volatility 1Y:   556.77%
Volatility 3Y:   -