Soc. Generale Call 80 ILMN 20.09..../  DE000SU18Y06  /

Frankfurt Zert./SG
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:   -