Soc. Generale Call 710 LLY 19.07.2024
/ DE000SW9UCW0
Soc. Generale Call 710 LLY 19.07..../ DE000SW9UCW0 /
12/07/2024 21:45:44 |
Chg.+1.270 |
Bid21:59:48 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
21.980EUR |
+6.13% |
21.910 Bid Size: 250 |
- Ask Size: - |
Eli Lilly and Co |
710.00 USD |
19/07/2024 |
Call |
Master data
WKN: |
SW9UCW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
710.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
02/05/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
21.90 |
Intrinsic value: |
21.86 |
Implied volatility: |
1.18 |
Historic volatility: |
0.26 |
Parity: |
21.86 |
Time value: |
0.16 |
Break-even: |
871.19 |
Moneyness: |
1.34 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.67 |
Omega: |
3.86 |
Rho: |
0.10 |
Quote data
Open: |
20.590 |
High: |
22.010 |
Low: |
20.590 |
Previous Close: |
20.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.75% |
1 Month |
|
|
+35.93% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
21.980 |
19.110 |
1M High / 1M Low: |
21.980 |
16.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
20.760 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
18.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |