Soc. Generale Put 160 ILMN 21.06.2024
/ DE000SV48BY0
Soc. Generale Put 160 ILMN 21.06..../ DE000SV48BY0 /
| 2024-05-03 10:07:55 AM |
Chg.+0.18 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
+5.33% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
160.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV48BY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.38 |
| Parity: |
3.91 |
| Time value: |
0.05 |
| Break-even: |
109.08 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
-0.89 |
| Theta: |
-0.04 |
| Omega: |
-2.45 |
| Rho: |
-0.18 |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.56 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.78% |
| 1 Month |
|
|
+13.74% |
| 3 Months |
|
|
+52.79% |
| YTD |
|
|
+27.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
3.38 |
| 1M High / 1M Low: |
4.17 |
2.77 |
| 6M High / 6M Low: |
6.36 |
2.24 |
| High (YTD): |
2024-04-19 |
4.17 |
| Low (YTD): |
2024-02-16 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.84% |
| Volatility 6M: |
|
99.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
