Soc. Generale Put 140 ILMN 21.06.2024
/ DE000SV48BX2
Soc. Generale Put 140 ILMN 21.06..../ DE000SV48BX2 /
| 2024-06-07 5:51:57 PM |
Chg.+0.240 |
Bid6:08:13 PM |
Ask6:08:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
+11.01% |
2.410
Bid Size: 25,000 |
2.460
Ask Size: 25,000 |
Illumina Inc |
140.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV48BX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.36 |
| Parity: |
2.32 |
| Time value: |
0.06 |
| Break-even: |
104.74 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
2.15% |
| Delta: |
-0.89 |
| Theta: |
-0.09 |
| Omega: |
-3.95 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.100 |
| High: |
2.420 |
| Low: |
2.070 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.76% |
| 1 Month |
|
|
-7.98% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
+36.72% |
| 1 Year |
|
|
+124.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.470 |
2.180 |
| 1M High / 1M Low: |
3.630 |
2.180 |
| 6M High / 6M Low: |
3.630 |
1.260 |
| High (YTD): |
2024-05-30 |
3.630 |
| Low (YTD): |
2024-03-27 |
1.260 |
| 52W High: |
2023-11-13 |
4.650 |
| 52W Low: |
2023-06-22 |
0.930 |
| Avg. price 1W: |
|
3.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.015 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
143.48% |
| Volatility 6M: |
|
144.57% |
| Volatility 1Y: |
|
122.25% |
| Volatility 3Y: |
|
- |
