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Soc. Generale Call 223.59 ILMN 17.../  DE000SV7H2P2  /

Frankfurt Zert./SG
08/11/2024  13:32:46 Chg.0.000 Bid14:21:54 Ask14:21:54 Underlying Strike price Expiration date Option type
0.023EUR 0.00% 0.008
Bid Size: 10,000		 0.037
Ask Size: 10,000		 Illumina Inc 223.59 USD 17/01/2025 Call
 

Master data

WKN: SV7H2P
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 223.59 USD
Maturity: 17/01/2025
Issue date: 15/06/2023
Last trading day: 16/01/2025
Ratio: 9.72:1
Exercise type: American
Quanto: No
Gearing: 434.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -6.52
Time value: 0.03
Break-even: 207.44
Moneyness: 0.69
Premium: 0.44
Premium p.a.: 5.78
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.03
Theta: -0.01
Omega: 14.54
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.023
Low: 0.018
Previous Close: 0.023
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -48.89%
1 Month
  -77.00%
3 Months
  -89.05%
YTD
  -98.03%
1 Year
  -95.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.022
1M High / 1M Low: 0.130 0.022
6M High / 6M Low: 0.280 0.022
High (YTD): 09/01/2024 1.180
Low (YTD): 06/11/2024 0.022
52W High: 22/12/2023 1.240
52W Low: 06/11/2024 0.022
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.378
Avg. volume 1Y:   0.000
Volatility 1M:   401.75%
Volatility 6M:   497.70%
Volatility 1Y:   376.66%
Volatility 3Y:   -