Soc. Generale Call 780 LLY 19.07.2024
/ DE000SW8LEH8
Soc. Generale Call 780 LLY 19.07..../ DE000SW8LEH8 /
| 12/07/2024 08:43:56 |
Chg.-0.57 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.15EUR |
-3.87% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
780.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
SW8LEH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.00 |
| Intrinsic value: |
8.96 |
| Implied volatility: |
2.50 |
| Historic volatility: |
0.26 |
| Parity: |
8.96 |
| Time value: |
6.65 |
| Break-even: |
936.10 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
87.59 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-8.23 |
| Omega: |
3.85 |
| Rho: |
0.07 |
Quote data
| Open: |
14.15 |
| High: |
14.15 |
| Low: |
14.15 |
| Previous Close: |
14.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.41% |
| 1 Month |
|
|
+37.51% |
| 3 Months |
|
|
+223.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.72 |
12.35 |
| 1M High / 1M Low: |
14.72 |
10.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
