Soc. Generale Call 80 ILMN 20.09.2024
/ DE000SU18Y06
Soc. Generale Call 80 ILMN 20.09..../ DE000SU18Y06 /
| 2024-07-26 9:48:43 PM |
Chg.+0.270 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
+6.89% |
4.130
Bid Size: 4,000 |
-
Ask Size: - |
Illumina Inc |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.38 |
| Parity: |
3.72 |
| Time value: |
0.42 |
| Break-even: |
115.09 |
| Moneyness: |
1.51 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
2.35 |
| Rho: |
0.08 |
Quote data
| Open: |
3.680 |
| High: |
4.290 |
| Low: |
3.680 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
+51.26% |
| 3 Months |
|
|
-7.30% |
| YTD |
|
|
-33.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.190 |
3.730 |
| 1M High / 1M Low: |
4.540 |
2.670 |
| 6M High / 6M Low: |
6.770 |
2.370 |
| High (YTD): |
2024-01-30 |
6.770 |
| Low (YTD): |
2024-05-30 |
2.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.69% |
| Volatility 6M: |
|
106.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
