Soc. Generale Put 220 ILMN 21.06.2024
/ DE000SV6A1R8
Soc. Generale Put 220 ILMN 21.06..../ DE000SV6A1R8 /
| 2024-05-03 9:40:15 PM |
Chg.+0.330 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.320EUR |
+3.67% |
9.460
Bid Size: 1,000 |
9.510
Ask Size: 1,000 |
Illumina Inc |
220.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV6A1R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.48 |
| Intrinsic value: |
9.48 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.38 |
| Parity: |
9.48 |
| Time value: |
0.01 |
| Break-even: |
109.53 |
| Moneyness: |
1.87 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
0.53% |
| Delta: |
-0.93 |
| Theta: |
-0.04 |
| Omega: |
-1.07 |
| Rho: |
-0.26 |
Quote data
| Open: |
8.860 |
| High: |
9.320 |
| Low: |
8.470 |
| Previous Close: |
8.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
+8.12% |
| 3 Months |
|
|
+31.08% |
| YTD |
|
|
+29.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.320 |
8.900 |
| 1M High / 1M Low: |
9.660 |
7.860 |
| 6M High / 6M Low: |
11.870 |
6.860 |
| High (YTD): |
2024-04-18 |
9.660 |
| Low (YTD): |
2024-01-30 |
6.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.09% |
| Volatility 6M: |
|
60.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
