Soc. Generale Call 810 LLY 17.05.2024
/ DE000SW8E370
Soc. Generale Call 810 LLY 17.05..../ DE000SW8E370 /
| 2024-05-03 7:10:55 PM |
Chg.-0.190 |
Bid8:09:36 PM |
Ask8:09:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-65.52% |
0.130
Bid Size: 20,000 |
0.160
Ask Size: 20,000 |
ELI LILLY |
810.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
SW8E37 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
810.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
234.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
-10.55 |
| Time value: |
0.30 |
| Break-even: |
813.00 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
40.87 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.09 |
| Theta: |
-0.43 |
| Omega: |
22.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.079 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.61% |
| 1 Month |
|
|
-96.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.290 |
| 1M High / 1M Low: |
2.610 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.583 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
