Soc. Generale Put 140 ILMN 20.09.2024
/ DE000SW3YAX7
Soc. Generale Put 140 ILMN 20.09..../ DE000SW3YAX7 /
| 2024-06-19 5:17:27 PM |
Chg.+0.12 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
+3.95% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YAX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
2.97 |
| Time value: |
0.26 |
| Break-even: |
98.07 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
-0.75 |
| Theta: |
-0.04 |
| Omega: |
-2.35 |
| Rho: |
-0.28 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
3.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
+14.91% |
| 3 Months |
|
|
+41.07% |
| YTD |
|
|
+47.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.77 |
| 1M High / 1M Low: |
3.69 |
2.73 |
| 6M High / 6M Low: |
3.69 |
1.68 |
| High (YTD): |
2024-05-30 |
3.69 |
| Low (YTD): |
2024-02-16 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.66% |
| Volatility 6M: |
|
98.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
