Soc. Generale Call 910 LLY 19.07.2024
/ DE000SW966G2
Soc. Generale Call 910 LLY 19.07..../ DE000SW966G2 /
| 7/12/2024 9:43:25 PM |
Chg.+1.060 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.890EUR |
+37.46% |
3.790
Bid Size: 800 |
3.860
Ask Size: 800 |
Eli Lilly and Co |
910.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SW966G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
910.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
3.52 |
| Time value: |
0.45 |
| Break-even: |
874.07 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.08 |
| Spread %: |
2.06% |
| Delta: |
0.82 |
| Theta: |
-0.95 |
| Omega: |
18.00 |
| Rho: |
0.11 |
Quote data
| Open: |
2.850 |
| High: |
3.890 |
| Low: |
2.850 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.50% |
| 1 Month |
|
|
+141.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.890 |
1.910 |
| 1M High / 1M Low: |
3.890 |
1.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
