Soc. Generale Call 140 ILMN 21.06.2024
/ DE000SW3MYK9
Soc. Generale Call 140 ILMN 21.06.../ DE000SW3MYK9 /
| 17/05/2024 08:18:37 |
Chg.+0.010 |
Bid10:15:04 |
Ask10:15:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
Illumina Inc |
140.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SW3MYK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
-2.35 |
| Time value: |
0.15 |
| Break-even: |
130.32 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
8.22 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.16 |
| Theta: |
-0.07 |
| Omega: |
11.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-73.33% |
| 3 Months |
|
|
-94.03% |
| YTD |
|
|
-94.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.550 |
0.110 |
| 6M High / 6M Low: |
2.530 |
0.110 |
| High (YTD): |
09/01/2024 |
2.260 |
| Low (YTD): |
16/05/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.27% |
| Volatility 6M: |
|
214.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
