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Soc. Generale Call 120 ILMN 21.06.../  DE000SW3VXF2  /

Frankfurt Zert./SG
2024-05-30  3:47:04 PM Chg.-0.010 Bid4:05:15 PM Ask4:05:15 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 50,000		 0.100
Ask Size: 50,000		 Illumina Inc 120.00 USD 2024-06-21 Call
 

Master data

WKN: SW3VXF
Issuer: Société Générale
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.36
Parity: -1.69
Time value: 0.10
Break-even: 112.10
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 16.89
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.15
Theta: -0.07
Omega: 14.08
Rho: 0.01
 

Quote data

Open: 0.057
High: 0.090
Low: 0.057
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month
  -92.56%
3 Months
  -96.76%
YTD
  -97.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 1.230 0.100
6M High / 6M Low: 3.430 0.100
High (YTD): 2024-01-30 3.430
Low (YTD): 2024-05-29 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   2.055
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.39%
Volatility 6M:   181.67%
Volatility 1Y:   -
Volatility 3Y:   -