Soc. Generale Put 100 ILMN 20.09.2024
/ DE000SW3YAV1
Soc. Generale Put 100 ILMN 20.09..../ DE000SW3YAV1 /
| 09/08/2024 21:40:34 |
Chg.+0.020 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.140
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Illumina Inc |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW3YAV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
-2.16 |
| Time value: |
0.16 |
| Break-even: |
90.01 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
4.25 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.13 |
| Theta: |
-0.06 |
| Omega: |
-8.88 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.093 |
| High: |
0.150 |
| Low: |
0.093 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.61% |
| 1 Month |
|
|
-42.31% |
| 3 Months |
|
|
-81.25% |
| YTD |
|
|
-81.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.130 |
| 1M High / 1M Low: |
0.410 |
0.130 |
| 6M High / 6M Low: |
0.980 |
0.130 |
| High (YTD): |
03/01/2024 |
1.080 |
| Low (YTD): |
08/08/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
154.545 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
137.008 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.12% |
| Volatility 6M: |
|
219.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
