Soc. Generale Call 900 LLY 19.07.2024
/ DE000SW8LEP1
Soc. Generale Call 900 LLY 19.07..../ DE000SW8LEP1 /
7/12/2024 9:50:23 PM |
Chg.+0.950 |
Bid9:59:55 PM |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
4.550EUR |
+26.39% |
4.610 Bid Size: 700 |
- Ask Size: - |
ELI LILLY |
900.00 - |
7/19/2024 |
Call |
Master data
WKN: |
SW8LEP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 - |
Maturity: |
7/19/2024 |
Issue date: |
4/4/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.26 |
Historic volatility: |
0.26 |
Parity: |
-3.04 |
Time value: |
4.32 |
Break-even: |
943.20 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
-0.41 |
Spread %: |
-8.67% |
Delta: |
0.45 |
Theta: |
-4.66 |
Omega: |
9.03 |
Rho: |
0.06 |
Quote data
Open: |
3.590 |
High: |
4.780 |
Low: |
3.590 |
Previous Close: |
3.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+75.68% |
1 Month |
|
|
+138.22% |
3 Months |
|
|
+252.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.550 |
2.490 |
1M High / 1M Low: |
4.550 |
1.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.590 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |