Soc. Generale Call 950 LLY 19.07.2024
/ DE000SY0XX19
Soc. Generale Call 950 LLY 19.07..../ DE000SY0XX19 /
| 12/07/2024 21:51:36 |
Chg.+0.320 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+45.71% |
1.000
Bid Size: 3,000 |
1.110
Ask Size: 3,000 |
Eli Lilly and Co |
950.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
SY0XX1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
27/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-0.15 |
| Time value: |
1.17 |
| Break-even: |
882.75 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.11 |
| Spread %: |
10.38% |
| Delta: |
0.49 |
| Theta: |
-1.05 |
| Omega: |
36.76 |
| Rho: |
0.07 |
Quote data
| Open: |
0.700 |
| High: |
1.020 |
| Low: |
0.700 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.45% |
| 1 Month |
|
|
+32.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.450 |
| 1M High / 1M Low: |
1.020 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
2,400 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
571.429 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
