Soc. Generale Call 92.35 ILMN 20.12.2024
/ DE000SU2TAF8
Soc. Generale Call 92.35 ILMN 20..../ DE000SU2TAF8 /
| 04/10/2024 15:50:55 |
Chg.+0.08 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
+1.82% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
92.35 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.35 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
9.72:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.39 |
| Parity: |
4.60 |
| Time value: |
0.17 |
| Break-even: |
130.50 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
2.62 |
| Rho: |
0.16 |
Quote data
| Open: |
4.29 |
| High: |
4.48 |
| Low: |
4.26 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+23.76% |
| 3 Months |
|
|
+121.78% |
| YTD |
|
|
-20.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
3.57 |
| 1M High / 1M Low: |
4.48 |
3.15 |
| 6M High / 6M Low: |
4.57 |
1.81 |
| High (YTD): |
30/01/2024 |
5.90 |
| Low (YTD): |
31/05/2024 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.31% |
| Volatility 6M: |
|
130.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
