Soc. Generale Call 960 LLY 19.07.2024
/ DE000SY0XX27
Soc. Generale Call 960 LLY 19.07..../ DE000SY0XX27 /
| 7/12/2024 10:22:15 AM |
Chg.-0.100 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
960.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY0XX2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
960.00 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: |
102.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-1.06 |
| Time value: |
0.85 |
| Break-even: |
888.72 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
2.76 |
| Spread abs.: |
0.09 |
| Spread %: |
11.84% |
| Delta: |
0.38 |
| Theta: |
-1.06 |
| Omega: |
39.35 |
| Rho: |
0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.600 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.440 |
| 1M High / 1M Low: |
0.740 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
