Soc. Generale Call 760 LLY 17.05.2024
/ DE000SW8E347
Soc. Generale Call 760 LLY 17.05..../ DE000SW8E347 /
| 2024-05-03 9:46:06 PM |
Chg.-0.840 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-55.26% |
0.640
Bid Size: 4,700 |
0.660
Ask Size: 4,700 |
ELI LILLY |
760.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
SW8E34 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
100.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
-7.70 |
| Time value: |
0.68 |
| Break-even: |
766.80 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
24.82 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.18 |
| Theta: |
-0.75 |
| Omega: |
17.93 |
| Rho: |
0.04 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
0.630 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.76% |
| 1 Month |
|
|
-86.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
0.680 |
| 1M High / 1M Low: |
4.910 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
464.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
