Soc. Generale Call 940 LLY 19.07.2024
/ DE000SY0XX01
Soc. Generale Call 940 LLY 19.07..../ DE000SY0XX01 /
| 7/12/2024 10:22:15 AM |
Chg.-0.18 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-12.68% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
940.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY0XX0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
940.00 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: |
48.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.77 |
| Time value: |
1.02 |
| Break-even: |
879.78 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.09 |
| Spread %: |
5.29% |
| Delta: |
0.60 |
| Theta: |
-1.13 |
| Omega: |
29.35 |
| Rho: |
0.08 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.24 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.77% |
| 1 Month |
|
|
+25.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
0.86 |
| 1M High / 1M Low: |
1.42 |
0.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
