Soc. Generale Call 95 ILMN 20.09.2024
/ DE000SU18Y30
Soc. Generale Call 95 ILMN 20.09..../ DE000SU18Y30 /
| 05/07/2024 08:27:00 |
Chg.-0.07 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-4.09% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU18Y3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.36 |
| Parity: |
1.25 |
| Time value: |
0.73 |
| Break-even: |
107.44 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
3.66 |
| Rho: |
0.11 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.39% |
| 1 Month |
|
|
-4.09% |
| 3 Months |
|
|
-53.28% |
| YTD |
|
|
-68.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.64 |
| 1M High / 1M Low: |
2.38 |
1.64 |
| 6M High / 6M Low: |
5.63 |
1.42 |
| High (YTD): |
30/01/2024 |
5.63 |
| Low (YTD): |
31/05/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.10% |
| Volatility 6M: |
|
119.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
