Soc. Generale Call 100 NOVN 19.06.2026
/ DE000SY2CAJ2
Soc. Generale Call 100 NOVN 19.06.../ DE000SY2CAJ2 /
| 18/10/2024 09:14:49 |
Chg.-0.010 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
19/06/2026 |
Call |
Master data
| WKN: |
SY2CAJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
19/06/2026 |
| Issue date: |
27/06/2024 |
| Last trading day: |
18/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
0.89 |
| Break-even: |
115.81 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
7.94 |
| Rho: |
1.07 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+11.84% |
| 3 Months |
|
|
+14.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
0.860 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
