Soc. Generale Call 760 LLY 19.07.2024
/ DE000SW8LEG0
Soc. Generale Call 760 LLY 19.07..../ DE000SW8LEG0 /
| 12/07/2024 21:50:40 |
Chg.+1.170 |
Bid21:59:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.200EUR |
+7.30% |
17.320
Bid Size: 250 |
-
Ask Size: - |
ELI LILLY |
760.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
SW8LEG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.00 |
| Intrinsic value: |
10.96 |
| Implied volatility: |
2.68 |
| Historic volatility: |
0.26 |
| Parity: |
10.96 |
| Time value: |
6.48 |
| Break-even: |
934.40 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
78.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-8.50 |
| Omega: |
3.56 |
| Rho: |
0.07 |
Quote data
| Open: |
15.990 |
| High: |
17.370 |
| Low: |
15.940 |
| Previous Close: |
16.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.86% |
| 1 Month |
|
|
+48.28% |
| 3 Months |
|
|
+246.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.200 |
14.560 |
| 1M High / 1M Low: |
17.200 |
11.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
