Soc. Generale Call 800 LLY 19.07.2024
/ DE000SW8LEJ4
Soc. Generale Call 800 LLY 19.07..../ DE000SW8LEJ4 /
12/07/2024 21:43:10 |
Chg.+1.410 |
Bid21:59:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.800EUR |
+11.38% |
13.650 Bid Size: 300 |
- Ask Size: - |
ELI LILLY |
800.00 - |
19/07/2024 |
Call |
Master data
WKN: |
SW8LEJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 - |
Maturity: |
19/07/2024 |
Issue date: |
04/04/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.01 |
Intrinsic value: |
6.96 |
Implied volatility: |
2.33 |
Historic volatility: |
0.26 |
Parity: |
6.96 |
Time value: |
6.82 |
Break-even: |
937.80 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
97.93 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-7.90 |
Omega: |
4.21 |
Rho: |
0.07 |
Quote data
Open: |
12.310 |
High: |
13.800 |
Low: |
12.310 |
Previous Close: |
12.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+28.61% |
1 Month |
|
|
+67.48% |
3 Months |
|
|
+304.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.800 |
10.830 |
1M High / 1M Low: |
13.800 |
8.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |