Soc. Generale Call 740 LLY 19.07.2024
/ DE000SW8LEF2
Soc. Generale Call 740 LLY 19.07..../ DE000SW8LEF2 /
| 7/12/2024 9:47:17 PM |
Chg.+1.260 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.170EUR |
+7.04% |
19.160
Bid Size: 250 |
-
Ask Size: - |
ELI LILLY |
740.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
SW8LEF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
740.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.00 |
| Intrinsic value: |
12.96 |
| Implied volatility: |
2.85 |
| Historic volatility: |
0.26 |
| Parity: |
12.96 |
| Time value: |
6.32 |
| Break-even: |
932.80 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
70.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-8.73 |
| Omega: |
3.31 |
| Rho: |
0.07 |
Quote data
| Open: |
17.830 |
| High: |
19.260 |
| Low: |
17.830 |
| Previous Close: |
17.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.97% |
| 1 Month |
|
|
+42.85% |
| 3 Months |
|
|
+220.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.170 |
16.350 |
| 1M High / 1M Low: |
19.170 |
13.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
15.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
