Soc. Generale Call 540 LLY 19.06.2026
/ DE000SU507J0
Soc. Generale Call 540 LLY 19.06..../ DE000SU507J0 /
| 20/09/2024 13:55:56 |
Chg.-0.030 |
Bid14:16:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.830EUR |
-0.78% |
3.840
Bid Size: 4,000 |
-
Ask Size: - |
ELI LILLY |
540.00 - |
19/06/2026 |
Call |
Master data
| WKN: |
SU507J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
19/06/2026 |
| Issue date: |
19/12/2023 |
| Last trading day: |
18/06/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
2.80 |
| Time value: |
1.07 |
| Break-even: |
927.00 |
| Moneyness: |
1.52 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.15 |
| Omega: |
1.79 |
| Rho: |
5.31 |
Quote data
| Open: |
3.850 |
| High: |
3.850 |
| Low: |
3.830 |
| Previous Close: |
3.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-9.46% |
| 3 Months |
|
|
+0.52% |
| YTD |
|
|
+157.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.820 |
| 1M High / 1M Low: |
4.310 |
3.810 |
| 6M High / 6M Low: |
4.330 |
2.560 |
| High (YTD): |
15/07/2024 |
4.330 |
| Low (YTD): |
02/01/2024 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.57% |
| Volatility 6M: |
|
66.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
