Soc. Generale Call 85 ILMN 21.06.2024
/ DE000SU18Q55
Soc. Generale Call 85 ILMN 21.06..../ DE000SU18Q55 /
| 2024-05-17 9:44:47 PM |
Chg.-0.310 |
Bid9:59:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-11.15% |
2.470
Bid Size: 1,300 |
-
Ask Size: - |
Illumina Inc |
85.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18Q5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
2.40 |
| Time value: |
0.07 |
| Break-even: |
102.91 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
3.92 |
| Rho: |
0.07 |
Quote data
| Open: |
2.590 |
| High: |
2.630 |
| Low: |
2.470 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.76% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-55.33% |
| YTD |
|
|
-56.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.470 |
| 1M High / 1M Low: |
3.880 |
2.470 |
| 6M High / 6M Low: |
6.010 |
2.070 |
| High (YTD): |
2024-01-30 |
6.010 |
| Low (YTD): |
2024-05-17 |
2.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.81% |
| Volatility 6M: |
|
102.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
