Soc. Generale Call 540 LLY 19.06.2026
/ DE000SU507J0
Soc. Generale Call 540 LLY 19.06..../ DE000SU507J0 /
| 6/14/2024 9:36:10 PM |
Chg.-0.010 |
Bid9:59:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
-0.26% |
3.790
Bid Size: 4,000 |
-
Ask Size: - |
ELI LILLY |
540.00 - |
6/19/2026 |
Call |
Master data
| WKN: |
SU507J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
6/19/2026 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/18/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.81 |
| Time value: |
0.98 |
| Break-even: |
919.00 |
| Moneyness: |
1.52 |
| Premium: |
0.12 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.12 |
| Omega: |
1.85 |
| Rho: |
6.47 |
Quote data
| Open: |
3.820 |
| High: |
3.840 |
| Low: |
3.790 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.06% |
| 1 Month |
|
|
+27.61% |
| 3 Months |
|
|
+37.32% |
| YTD |
|
|
+154.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.800 |
3.660 |
| 1M High / 1M Low: |
3.800 |
2.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
6/13/2024 |
3.800 |
| Low (YTD): |
1/2/2024 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
