Soc. Generale Call 1000 LLY 19.07.2024
/ DE000SY1Z7G8
Soc. Generale Call 1000 LLY 19.07.../ DE000SY1Z7G8 /
| 7/12/2024 9:45:28 PM |
Chg.-0.002 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-25.00% |
0.006
Bid Size: 10,000 |
0.020
Ask Size: 10,000 |
Eli Lilly and Co |
1,000.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY1Z7G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
434.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-0.47 |
| Time value: |
0.02 |
| Break-even: |
918.89 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
27.66 |
| Spread abs.: |
0.01 |
| Spread %: |
185.71% |
| Delta: |
0.11 |
| Theta: |
-0.60 |
| Omega: |
49.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.007 |
| High: |
0.010 |
| Low: |
0.006 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.005 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
