Soc. Generale Call 105 ILMN 21.06.2024
/ DE000SU18Q97
Soc. Generale Call 105 ILMN 21.06.../ DE000SU18Q97 /
| 2024-04-29 9:37:58 PM |
Chg.+0.100 |
Bid8:29:37 AM |
Ask8:29:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+4.76% |
2.150
Bid Size: 1,400 |
2.280
Ask Size: 1,400 |
Illumina Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18Q9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.38 |
| Parity: |
1.84 |
| Time value: |
0.40 |
| Break-even: |
120.40 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
4.18 |
| Rho: |
0.10 |
Quote data
| Open: |
2.000 |
| High: |
2.310 |
| Low: |
1.990 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.93% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
-51.00% |
| YTD |
|
|
-48.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
1.970 |
| 1M High / 1M Low: |
3.140 |
1.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-30 |
4.490 |
| Low (YTD): |
2024-04-19 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
