Soc. Generale Call 540 LLY 19.06.2026
/ DE000SU507J0
Soc. Generale Call 540 LLY 19.06..../ DE000SU507J0 /
| 2024-05-22 12:20:27 PM |
Chg.0.000 |
Bid1:04:59 PM |
Ask1:04:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.160EUR |
0.00% |
3.170
Bid Size: 10,000 |
3.190
Ask Size: 10,000 |
ELI LILLY |
540.00 - |
2026-06-19 |
Call |
Master data
| WKN: |
SU507J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
2026-06-19 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2026-06-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
1.16 |
| Break-even: |
856.00 |
| Moneyness: |
1.37 |
| Premium: |
0.16 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.82 |
| Theta: |
-0.12 |
| Omega: |
1.92 |
| Rho: |
6.02 |
Quote data
| Open: |
3.140 |
| High: |
3.160 |
| Low: |
3.140 |
| Previous Close: |
3.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.40% |
| 1 Month |
|
|
+19.25% |
| 3 Months |
|
|
+9.34% |
| YTD |
|
|
+112.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.160 |
2.870 |
| 1M High / 1M Low: |
3.160 |
2.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
3.160 |
| Low (YTD): |
2024-01-02 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
