Soc. Generale Call 720 LLY/Z 19.0.../  DE000SU550Z6  /

Frankfurt Zert./SG
2024-05-21  9:38:01 PM Chg.+0.150 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
2.070EUR +7.81% -
Bid Size: -
-
Ask Size: -
ELI LILLY 720.00 - 2026-06-19 Call
 

Master data

WKN: SU550Z
Issuer: Société Générale
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 720.00 -
Maturity: 2026-06-19
Issue date: 2023-12-21
Last trading day: 2026-06-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.01
Implied volatility: 0.42
Historic volatility: 0.27
Parity: 0.01
Time value: 1.93
Break-even: 914.00
Moneyness: 1.00
Premium: 0.27
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.52%
Delta: 0.67
Theta: -0.13
Omega: 2.48
Rho: 5.99
 

Quote data

Open: 1.940
High: 2.110
Low: 1.930
Previous Close: 1.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.38%
1 Month  
+24.70%
3 Months  
+8.38%
YTD  
+146.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.840
1M High / 1M Low: 2.070 1.600
6M High / 6M Low: - -
High (YTD): 2024-03-04 2.110
Low (YTD): 2024-01-02 0.890
52W High: - -
52W Low: - -
Avg. price 1W:   1.918
Avg. volume 1W:   0.000
Avg. price 1M:   1.800
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -