Soc. Generale Call 770 LLY 20.12..../  DE000SY6CNR9  /

Frankfurt Zert./SG
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:   -