Soc. Generale Call 770 LLY 20.12.2024
/ DE000SY6CNR9
Soc. Generale Call 770 LLY 20.12..../ DE000SY6CNR9 /
11/12/2024 9:42:15 PM |
Chg.-0.910 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.570EUR |
-12.17% |
6.380 Bid Size: 500 |
6.440 Ask Size: 500 |
Eli Lilly and Co |
770.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SY6CNR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
770.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/30/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
5.86 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
5.86 |
Time value: |
1.60 |
Break-even: |
796.72 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
0.81% |
Delta: |
0.77 |
Theta: |
-0.43 |
Omega: |
8.03 |
Rho: |
0.55 |
Quote data
Open: |
7.360 |
High: |
7.360 |
Low: |
5.970 |
Previous Close: |
7.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.70% |
1 Month |
|
|
-59.52% |
3 Months |
|
|
-54.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.490 |
3.590 |
1M High / 1M Low: |
16.390 |
3.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.830 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.953 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |