Soc. Generale Put 820 LLY 17.05.2024
/ DE000SW8U087
Soc. Generale Put 820 LLY 17.05.2.../ DE000SW8U087 /
| 2024-05-06 9:28:20 AM |
Chg.- |
Bid10:18:04 AM |
Ask10:18:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.48EUR |
- |
5.37
Bid Size: 750 |
5.79
Ask Size: 750 |
ELI LILLY |
820.00 - |
2024-05-17 |
Put |
Master data
| WKN: |
SW8U08 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
820.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.82 |
| Intrinsic value: |
10.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
10.82 |
| Time value: |
-5.61 |
| Break-even: |
767.90 |
| Moneyness: |
1.15 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.95 |
| Spread abs.: |
0.10 |
| Spread %: |
1.96% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.48 |
| High: |
7.48 |
| Low: |
7.48 |
| Previous Close: |
6.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.80 |
4.57 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
