Soc. Generale Call 77.77 ILMN 20.09.2024
/ DE000SU18Y06
Soc. Generale Call 77.77 ILMN 20..../ DE000SU18Y06 /
9/3/2024 8:13:51 PM |
Chg.+0.010 |
Bid9:17:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.910EUR |
+0.20% |
4.900 Bid Size: 30,000 |
- Ask Size: - |
Illumina Inc |
77.77 USD |
9/20/2024 |
Call |
Master data
WKN: |
SU18Y0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.77 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
9/19/2024 |
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): |
1/30/2024 |
6.770 |
Low (YTD): |
5/30/2024 |
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: |
|
- |