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

EUWAX
08/11/2024  09:29:50 Chg.+0.001 Bid10:32:24 Ask10:32:24 Underlying Strike price Expiration date Option type
0.004EUR +33.33% 0.021
Bid Size: 10,000		 0.050
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: 448.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -4.67
Time value: 0.03
Break-even: 189.42
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 10.02
Spread abs.: 0.01
Spread %: 43.48%
Delta: 0.04
Theta: -0.02
Omega: 17.68
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.48%
1 Month
  -97.14%
3 Months
  -98.26%
YTD
  -99.69%
1 Year
  -99.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.001
1M High / 1M Low: 0.140 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 09/01/2024 1.320
Low (YTD): 05/11/2024 0.001
52W High: 27/12/2023 1.350
52W Low: 05/11/2024 0.001
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   1,797.25%
Volatility 6M:   1,045.96%
Volatility 1Y:   754.72%
Volatility 3Y:   -