Soc. Generale Call 800 LLY 19.07.2024
/ DE000SW8LEJ4
Soc. Generale Call 800 LLY 19.07..../ DE000SW8LEJ4 /
| 2024-07-12 9:43:10 PM |
Chg.+1.410 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.800EUR |
+11.38% |
13.650
Bid Size: 300 |
-
Ask Size: - |
ELI LILLY |
800.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
SW8LEJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-07-18 |
| 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: |
|
- |
