Soc. Generale Call 85 ILMN 20.09.2024
/ DE000SU18Y14
Soc. Generale Call 85 ILMN 20.09..../ DE000SU18Y14 /
| 2024-07-26 9:35:50 PM |
Chg.+0.270 |
Bid8:01:24 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
+7.76% |
3.580
Bid Size: 4,000 |
-
Ask Size: - |
Illumina Inc |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.38 |
| Parity: |
3.26 |
| Time value: |
0.45 |
| Break-even: |
115.40 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
2.56 |
| Rho: |
0.09 |
Quote data
| Open: |
3.290 |
| High: |
3.880 |
| Low: |
3.290 |
| Previous Close: |
3.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.93% |
| 1 Month |
|
|
+55.60% |
| 3 Months |
|
|
-9.42% |
| YTD |
|
|
-37.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.750 |
3.290 |
| 1M High / 1M Low: |
4.100 |
2.350 |
| 6M High / 6M Low: |
6.340 |
2.040 |
| High (YTD): |
2024-01-30 |
6.340 |
| Low (YTD): |
2024-05-30 |
2.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.989 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.43% |
| Volatility 6M: |
|
112.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
