Soc. Generale Call 860 LLY 19.07.2024
/ DE000SW8LEM8
Soc. Generale Call 860 LLY 19.07..../ DE000SW8LEM8 /
| 12/07/2024 08:43:56 |
Chg.-0.53 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.86EUR |
-7.17% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
860.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
SW8LEM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.26 |
| Parity: |
0.96 |
| Time value: |
7.34 |
| Break-even: |
943.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-6.49 |
| Omega: |
5.92 |
| Rho: |
0.07 |
Quote data
| Open: |
6.86 |
| High: |
6.86 |
| Low: |
6.86 |
| Previous Close: |
7.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.73% |
| 1 Month |
|
|
+70.22% |
| 3 Months |
|
|
+237.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.39 |
5.34 |
| 1M High / 1M Low: |
7.39 |
3.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
