Soc. Generale Call 700 LLY 17.05.2024
/ DE000SW8E313
Soc. Generale Call 700 LLY 17.05..../ DE000SW8E313 /
| 2024-05-03 9:43:59 PM |
Chg.-1.530 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.890EUR |
-28.23% |
3.710
Bid Size: 1,000 |
3.770
Ask Size: 1,000 |
ELI LILLY |
700.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
SW8E31 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
-1.70 |
| Time value: |
3.84 |
| Break-even: |
738.40 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
7.95 |
| Spread abs.: |
0.06 |
| Spread %: |
1.59% |
| Delta: |
0.48 |
| Theta: |
-1.78 |
| Omega: |
8.50 |
| Rho: |
0.10 |
Quote data
| Open: |
4.790 |
| High: |
4.790 |
| Low: |
3.540 |
| Previous Close: |
5.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.43% |
| 1 Month |
|
|
-56.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.660 |
3.890 |
| 1M High / 1M Low: |
8.890 |
3.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
