Soc. Generale Call 95 ILMN 20.09.2024
/ DE000SU18Y30
Soc. Generale Call 95 ILMN 20.09..../ DE000SU18Y30 /
| 2024-07-26 9:49:51 PM |
Chg.+0.280 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+10.53% |
2.880
Bid Size: 4,000 |
2.920
Ask Size: 4,000 |
Illumina Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.38 |
| Parity: |
2.34 |
| Time value: |
0.59 |
| Break-even: |
116.81 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
1.38% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
3.03 |
| Rho: |
0.09 |
Quote data
| Open: |
2.560 |
| High: |
3.060 |
| Low: |
2.560 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.03% |
| 1 Month |
|
|
+73.96% |
| 3 Months |
|
|
-11.71% |
| YTD |
|
|
-44.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.480 |
| 1M High / 1M Low: |
3.280 |
1.660 |
| 6M High / 6M Low: |
5.630 |
1.470 |
| High (YTD): |
2024-01-30 |
5.630 |
| Low (YTD): |
2024-05-30 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.12% |
| Volatility 6M: |
|
137.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
