Soc. Generale Call 790 LLY 19.07.2024
/ DE000SW9UC04
Soc. Generale Call 790 LLY 19.07..../ DE000SW9UC04 /
| 7/12/2024 9:43:10 PM |
Chg.+1.400 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.710EUR |
+10.52% |
14.570
Bid Size: 300 |
-
Ask Size: - |
Eli Lilly and Co |
790.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SW9UC0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
790.00 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: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.57 |
| Intrinsic value: |
14.52 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.26 |
| Parity: |
14.52 |
| Time value: |
0.18 |
| Break-even: |
871.35 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.66 |
| Omega: |
5.71 |
| Rho: |
0.11 |
Quote data
| Open: |
13.250 |
| High: |
14.710 |
| Low: |
13.250 |
| Previous Close: |
13.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.94% |
| 1 Month |
|
|
+63.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.710 |
11.750 |
| 1M High / 1M Low: |
14.710 |
8.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
