Soc. Generale Call 930 LLY 19.07.2024
/ DE000SY0XXZ0
Soc. Generale Call 930 LLY 19.07..../ DE000SY0XXZ0 /
| 7/12/2024 9:50:16 PM |
Chg.+0.560 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+33.73% |
2.270
Bid Size: 1,400 |
2.330
Ask Size: 1,400 |
Eli Lilly and Co |
930.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY0XXZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
930.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
1.69 |
| Time value: |
0.73 |
| Break-even: |
876.91 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
2.11% |
| Delta: |
0.70 |
| Theta: |
-1.07 |
| Omega: |
25.13 |
| Rho: |
0.10 |
Quote data
| Open: |
1.630 |
| High: |
2.350 |
| Low: |
1.630 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.74% |
| 1 Month |
|
|
+98.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.040 |
| 1M High / 1M Low: |
2.220 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
