Soc. Generale Call 700 LLY 19.07.2024
/ DE000SW8LED7
Soc. Generale Call 700 LLY 19.07..../ DE000SW8LED7 /
| 12/07/2024 08:43:56 |
Chg.-0.59 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.50EUR |
-2.67% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
700.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
SW8LED |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.00 |
| Intrinsic value: |
16.96 |
| Implied volatility: |
3.19 |
| Historic volatility: |
0.26 |
| Parity: |
16.96 |
| Time value: |
5.98 |
| Break-even: |
929.40 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
56.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-9.06 |
| Omega: |
2.92 |
| Rho: |
0.07 |
Quote data
| Open: |
21.50 |
| High: |
21.50 |
| Low: |
21.50 |
| Previous Close: |
22.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.46% |
| 1 Month |
|
|
+24.78% |
| 3 Months |
|
|
+150.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.09 |
19.71 |
| 1M High / 1M Low: |
22.09 |
17.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
