Soc. Generale Call 770 LLY 19.07.2024
/ DE000SW9UCZ3
Soc. Generale Call 770 LLY 19.07..../ DE000SW9UCZ3 /
| 7/12/2024 9:41:45 PM |
Chg.+1.410 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.530EUR |
+9.33% |
16.400
Bid Size: 250 |
-
Ask Size: - |
Eli Lilly and Co |
770.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SW9UCZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
770.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.40 |
| Intrinsic value: |
16.36 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.26 |
| Parity: |
16.36 |
| Time value: |
0.17 |
| Break-even: |
871.31 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.67 |
| Omega: |
5.09 |
| Rho: |
0.11 |
Quote data
| Open: |
15.080 |
| High: |
16.530 |
| Low: |
15.080 |
| Previous Close: |
15.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.63% |
| 1 Month |
|
|
+53.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.530 |
13.580 |
| 1M High / 1M Low: |
16.530 |
10.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
