Soc. Generale Call 880 LLY 18.10.2024
/ DE000SY2TYT5
Soc. Generale Call 880 LLY 18.10..../ DE000SY2TYT5 /
| 2024-10-17 9:43:40 AM |
Chg.+0.020 |
Bid11:51:29 AM |
Ask11:51:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
0.390
Bid Size: 7,700 |
-
Ask Size: - |
Eli Lilly and Co |
880.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
SY2TYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.00 |
| Break-even: |
844.40 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-1.05 |
| Omega: |
23.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
-44.83% |
| 3 Months |
|
|
-58.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.300 |
| 1M High / 1M Low: |
0.580 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
