Soc. Generale Call 105 ILMN 21.06.2024
/ DE000SU18Q97
Soc. Generale Call 105 ILMN 21.06.../ DE000SU18Q97 /
| 17/05/2024 14:17:31 |
Chg.-0.060 |
Bid14:35:44 |
Ask14:35:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-5.17% |
1.110
Bid Size: 2,800 |
1.260
Ask Size: 2,800 |
Illumina Inc |
105.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SU18Q9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
0.87 |
| Time value: |
0.32 |
| Break-even: |
108.52 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
6.56 |
| Rho: |
0.06 |
Quote data
| Open: |
1.100 |
| High: |
1.110 |
| Low: |
1.090 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-42.71% |
| 3 Months |
|
|
-72.77% |
| YTD |
|
|
-74.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.060 |
| 1M High / 1M Low: |
2.290 |
1.060 |
| 6M High / 6M Low: |
4.490 |
1.060 |
| High (YTD): |
30/01/2024 |
4.490 |
| Low (YTD): |
10/05/2024 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.92% |
| Volatility 6M: |
|
140.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
