Soc. Generale Call 90 ILMN 21.06.2024
/ DE000SU18Q63
Soc. Generale Call 90 ILMN 21.06..../ DE000SU18Q63 /
5/20/2024 9:41:05 PM |
Chg.-0.190 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
-9.27% |
1.840 Bid Size: 1,700 |
1.880 Ask Size: 1,700 |
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: |
4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.59 |
Historic volatility: |
0.37 |
Parity: |
1.94 |
Time value: |
0.11 |
Break-even: |
103.28 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.05 |
Omega: |
4.51 |
Rho: |
0.06 |
Quote data
Open: |
1.890 |
High: |
2.010 |
Low: |
1.860 |
Previous Close: |
2.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.70% |
1 Month |
|
|
-34.97% |
3 Months |
|
|
-62.12% |
YTD |
|
|
-65.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.490 |
2.050 |
1M High / 1M Low: |
3.450 |
2.050 |
6M High / 6M Low: |
5.610 |
1.840 |
High (YTD): |
1/30/2024 |
5.610 |
Low (YTD): |
5/17/2024 |
2.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.051 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.60% |
Volatility 6M: |
|
110.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |