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Soc. Generale Call 213.87 ILMN 20.../  DE000SQ498A7  /

Frankfurt Zert./SG
8/30/2024  9:37:34 PM Chg.-0.020 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.097
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Illumina Inc 213.87 USD 12/20/2024 Call
 

Master data

WKN: SQ498A
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 213.87 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: 112.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.38
Parity: -7.44
Time value: 0.11
Break-even: 194.09
Moneyness: 0.63
Premium: 0.61
Premium p.a.: 3.70
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.08
Theta: -0.02
Omega: 8.57
Rho: 0.02
 

Quote data

Open: 0.088
High: 0.110
Low: 0.088
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.92%
1 Month
  -50.00%
3 Months
  -30.77%
YTD
  -92.04%
1 Year
  -95.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.056
1M High / 1M Low: 0.230 0.011
6M High / 6M Low: 0.810 0.011
High (YTD): 1/9/2024 1.160
Low (YTD): 8/14/2024 0.011
52W High: 9/1/2023 1.930
52W Low: 8/14/2024 0.011
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   1,719.66%
Volatility 6M:   980.46%
Volatility 1Y:   708.37%
Volatility 3Y:   -