Soc. Generale Call 105 ILMN 21.06.2024
/ DE000SU18Q97
Soc. Generale Call 105 ILMN 21.06.../ DE000SU18Q97 /
| 5/20/2024 9:36:48 PM |
Chg.-0.180 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-19.35% |
0.750
Bid Size: 4,000 |
0.770
Ask Size: 4,000 |
Illumina Inc |
105.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU18Q9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.37 |
| Parity: |
0.56 |
| Time value: |
0.39 |
| Break-even: |
106.07 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
7.29 |
| Rho: |
0.05 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.750 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.18% |
| 1 Month |
|
|
-57.39% |
| 3 Months |
|
|
-78.57% |
| YTD |
|
|
-82.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.750 |
| 1M High / 1M Low: |
2.290 |
0.750 |
| 6M High / 6M Low: |
4.490 |
0.750 |
| High (YTD): |
1/30/2024 |
4.490 |
| Low (YTD): |
5/20/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.984 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.54% |
| Volatility 6M: |
|
145.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
