Soc. Generale Call 540 LLY 19.06..../  DE000SU507J0  /

Frankfurt Zert./SG
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:   -