Soc. Generale Call 90 ILMN 21.06.2024
/ DE000SU18Q63
Soc. Generale Call 90 ILMN 21.06..../ DE000SU18Q63 /
2024-05-21 9:59:18 AM |
Chg.-0.190 |
Bid10:03:01 AM |
Ask10:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
-10.22% |
1.670 Bid Size: 1,800 |
2.020 Ask Size: 1,800 |
Illumina Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU18Q6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.71 |
Implied volatility: |
0.64 |
Historic volatility: |
0.37 |
Parity: |
1.71 |
Time value: |
0.16 |
Break-even: |
101.57 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
2.19% |
Delta: |
0.87 |
Theta: |
-0.07 |
Omega: |
4.63 |
Rho: |
0.06 |
Quote data
Open: |
1.680 |
High: |
1.680 |
Low: |
1.670 |
Previous Close: |
1.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-32.93% |
1 Month |
|
|
-41.61% |
3 Months |
|
|
-64.09% |
YTD |
|
|
-68.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.490 |
1.860 |
1M High / 1M Low: |
3.450 |
1.860 |
6M High / 6M Low: |
5.610 |
1.840 |
High (YTD): |
2024-01-30 |
5.610 |
Low (YTD): |
2024-05-20 |
1.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.050 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.29% |
Volatility 6M: |
|
111.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |