Soc. Generale Call 720 LLY 19.07.2024
/ DE000SW8LEE5
Soc. Generale Call 720 LLY 19.07..../ DE000SW8LEE5 /
| 7/12/2024 9:49:45 PM |
Chg.+1.160 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.940EUR |
+5.86% |
20.990
Bid Size: 250 |
-
Ask Size: - |
ELI LILLY |
720.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
SW8LEE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.00 |
| Intrinsic value: |
14.96 |
| Implied volatility: |
3.02 |
| Historic volatility: |
0.26 |
| Parity: |
14.96 |
| Time value: |
6.15 |
| Break-even: |
931.10 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
62.96 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-8.92 |
| Omega: |
3.10 |
| Rho: |
0.07 |
Quote data
| Open: |
19.670 |
| High: |
20.990 |
| Low: |
19.670 |
| Previous Close: |
19.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.88% |
| 1 Month |
|
|
+38.04% |
| 3 Months |
|
|
+197.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
20.940 |
18.200 |
| 1M High / 1M Low: |
20.940 |
15.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
