Soc. Generale Call 780 LLY 17.05.2024
/ DE000SW8E362
Soc. Generale Call 780 LLY 17.05..../ DE000SW8E362 /
2024-05-03 10:12:00 AM |
Chg.-0.940 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-66.67% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
780.00 - |
2024-05-17 |
Call |
Master data
WKN: |
SW8E36 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
780.00 - |
Maturity: |
2024-05-17 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
213.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.27 |
Parity: |
-9.70 |
Time value: |
0.32 |
Break-even: |
783.20 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
45.77 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.10 |
Theta: |
-0.48 |
Omega: |
21.91 |
Rho: |
0.02 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
1.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.91% |
1 Month |
|
|
-85.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.470 |
1M High / 1M Low: |
3.720 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.897 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
366.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |