Soc. Generale Call 90 ILMN 21.06.2024
/ DE000SU18Q63
Soc. Generale Call 90 ILMN 21.06..../ DE000SU18Q63 /
| 5/17/2024 5:50:21 PM |
Chg.-0.160 |
Bid6:02:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-6.87% |
2.180
Bid Size: 25,000 |
-
Ask Size: - |
Illumina Inc |
90.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU18Q6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
2.25 |
| Time value: |
0.10 |
| Break-even: |
106.31 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
4.15 |
| Rho: |
0.07 |
Quote data
| Open: |
2.190 |
| High: |
2.280 |
| Low: |
2.170 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.88% |
| 1 Month |
|
|
-28.15% |
| 3 Months |
|
|
-58.43% |
| YTD |
|
|
-59.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.130 |
| 1M High / 1M Low: |
3.450 |
2.120 |
| 6M High / 6M Low: |
5.610 |
1.840 |
| High (YTD): |
1/30/2024 |
5.610 |
| Low (YTD): |
5/8/2024 |
2.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.76% |
| Volatility 6M: |
|
109.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
