Soc. Generale Call 870 LLY 19.07.2024
/ DE000SW9UC46
Soc. Generale Call 870 LLY 19.07..../ DE000SW9UC46 /
| 2024-07-12 9:35:57 PM |
Chg.+1.280 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.390EUR |
+20.95% |
7.270
Bid Size: 500 |
-
Ask Size: - |
Eli Lilly and Co |
870.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
SW9UC4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
870.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.24 |
| Intrinsic value: |
7.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
7.19 |
| Time value: |
0.20 |
| Break-even: |
871.60 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.63 |
| Omega: |
10.98 |
| Rho: |
0.12 |
Quote data
| Open: |
5.980 |
| High: |
7.390 |
| Low: |
5.980 |
| Previous Close: |
6.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.24% |
| 1 Month |
|
|
+127.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.390 |
4.660 |
| 1M High / 1M Low: |
7.390 |
3.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
