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Soc. Generale Call 213.87 ILMN 17.../  DE000SV7H2N7  /

Frankfurt Zert./SG
11/8/2024  1:11:56 PM Chg.-0.010 Bid2:00:38 PM Ask2:00:38 PM Underlying Strike price Expiration date Option type
0.037EUR -21.28% 0.037
Bid Size: 10,000		 0.066
Ask Size: 10,000		 Illumina Inc 213.87 USD 1/17/2025 Call
 

Master data

WKN: SV7H2N
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 213.87 USD
Maturity: 1/17/2025
Issue date: 6/15/2023
Last trading day: 1/16/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 250.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -5.60
Time value: 0.06
Break-even: 198.68
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 4.41
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.05
Theta: -0.02
Omega: 13.62
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.037
Low: 0.034
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.42%
1 Month
  -73.57%
3 Months
  -85.20%
YTD
  -97.13%
1 Year
  -94.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.041
1M High / 1M Low: 0.180 0.041
6M High / 6M Low: 0.310 0.040
High (YTD): 1/9/2024 1.300
Low (YTD): 7/9/2024 0.040
52W High: 12/22/2023 1.350
52W Low: 7/9/2024 0.040
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.433
Avg. volume 1Y:   0.000
Volatility 1M:   353.43%
Volatility 6M:   429.53%
Volatility 1Y:   329.71%
Volatility 3Y:   -