Soc. Generale Call 77.77 ILMN 20.09.2024
/ DE000SU18Y06
Soc. Generale Call 77.77 ILMN 20..../ DE000SU18Y06 /
| 03/09/2024 20:13:51 |
Chg.+0.010 |
Bid21:13:24 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
+0.20% |
4.910
Bid Size: 30,000 |
-
Ask Size: - |
Illumina Inc |
77.77 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU18Y0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.77 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
9.72:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.99 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.38 |
| Parity: |
4.99 |
| Time value: |
0.16 |
| Break-even: |
120.32 |
| Moneyness: |
1.69 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.17 |
| Omega: |
2.22 |
| Rho: |
0.03 |
Quote data
| Open: |
4.940 |
| High: |
5.140 |
| Low: |
4.800 |
| Previous Close: |
4.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
+25.26% |
| 3 Months |
|
|
+91.80% |
| YTD |
|
|
-21.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.290 |
4.830 |
| 1M High / 1M Low: |
5.290 |
3.680 |
| 6M High / 6M Low: |
5.790 |
2.370 |
| High (YTD): |
30/01/2024 |
6.770 |
| Low (YTD): |
30/05/2024 |
2.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.65% |
| Volatility 6M: |
|
110.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
