Soc. Generale Call 990 LLY 19.07.2024
/ DE000SY1FEF7
Soc. Generale Call 990 LLY 19.07..../ DE000SY1FEF7 /
| 12/07/2024 21:47:58 |
Chg.-0.020 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.170
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
Eli Lilly and Co |
990.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
SY1FEF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
990.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
07/06/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
457.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-3.81 |
| Time value: |
0.19 |
| Break-even: |
909.62 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
14.47 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.12 |
| Theta: |
-0.55 |
| Omega: |
56.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.220 |
| Low: |
0.150 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.120 |
| 1M High / 1M Low: |
0.420 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
