Soc. Generale Call 90 ILMN 21.06.2024
/ DE000SU18Q63
Soc. Generale Call 90 ILMN 21.06..../ DE000SU18Q63 /
| 2024-04-29 9:45:31 PM |
Chg.+0.080 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.370EUR |
+2.43% |
3.390
Bid Size: 900 |
-
Ask Size: - |
Illumina Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18Q6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
3.01 |
| Time value: |
0.11 |
| Break-even: |
115.26 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.11 |
| Spread %: |
-3.41% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
3.46 |
| Rho: |
0.11 |
Quote data
| Open: |
3.100 |
| High: |
3.490 |
| Low: |
3.090 |
| Previous Close: |
3.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.77% |
| 1 Month |
|
|
-21.99% |
| 3 Months |
|
|
-39.82% |
| YTD |
|
|
-36.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.450 |
3.070 |
| 1M High / 1M Low: |
4.290 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-30 |
5.610 |
| Low (YTD): |
2024-04-18 |
2.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
