Soc. Generale Call 95 ILMN 21.06.2024
/ DE000SU18Q71
Soc. Generale Call 95 ILMN 21.06..../ DE000SU18Q71 /
| 2024-06-13 9:36:16 PM |
Chg.+0.020 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+1.56% |
1.320
Bid Size: 3,000 |
-
Ask Size: - |
Illumina Inc |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18Q7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.37 |
| Parity: |
1.25 |
| Time value: |
0.07 |
| Break-even: |
101.06 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.14 |
| Omega: |
6.77 |
| Rho: |
0.02 |
Quote data
| Open: |
1.070 |
| High: |
1.420 |
| Low: |
1.040 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.27% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
-66.06% |
| YTD |
|
|
-73.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.280 |
| 1M High / 1M Low: |
2.090 |
0.810 |
| 6M High / 6M Low: |
5.230 |
0.810 |
| High (YTD): |
2024-01-30 |
5.230 |
| Low (YTD): |
2024-05-30 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.23% |
| Volatility 6M: |
|
175.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
