Soc. Generale Put 100 ILMN 20.09.2024
/ DE000SW3YAV1
Soc. Generale Put 100 ILMN 20.09..../ DE000SW3YAV1 /
| 7/12/2024 9:38:23 PM |
Chg.0.000 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Illumina Inc |
100.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3YAV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-1.48 |
| Time value: |
0.27 |
| Break-even: |
88.99 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.20 |
| Theta: |
-0.04 |
| Omega: |
-7.77 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-59.38% |
| 3 Months |
|
|
-67.09% |
| YTD |
|
|
-67.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.260 |
| 1M High / 1M Low: |
0.670 |
0.260 |
| 6M High / 6M Low: |
0.980 |
0.260 |
| High (YTD): |
1/3/2024 |
1.080 |
| Low (YTD): |
7/12/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
110.236 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.43% |
| Volatility 6M: |
|
158.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
