Soc. Generale Call 110 ILMN 21.06.2024
/ DE000SW32ZC7
Soc. Generale Call 110 ILMN 21.06.../ DE000SW32ZC7 /
| 2024-06-13 9:39:37 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
Illumina Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW32ZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
-0.14 |
| Time value: |
0.28 |
| Break-even: |
104.53 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
5.43 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.46 |
| Theta: |
-0.21 |
| Omega: |
16.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.320 |
| Low: |
0.170 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.28% |
| 1 Month |
|
|
-69.51% |
| 3 Months |
|
|
-90.84% |
| YTD |
|
|
-93.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.260 |
| 1M High / 1M Low: |
1.000 |
0.170 |
| 6M High / 6M Low: |
4.090 |
0.170 |
| High (YTD): |
2024-01-30 |
4.090 |
| Low (YTD): |
2024-06-04 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
765.63% |
| Volatility 6M: |
|
332.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
