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Soc. Generale Call 100 NOVN 19.12.../  DE000SU1VKM1  /

EUWAX
11/13/2024  8:33:14 AM Chg.-0.020 Bid8:45:45 AM Ask8:45:45 AM Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.300
Bid Size: 20,000		 0.370
Ask Size: 20,000		 NOVARTIS N 100.00 CHF 12/19/2025 Call
 

Master data

WKN: SU1VKM
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 12/19/2025
Issue date: 11/7/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.13
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.18
Parity: -0.83
Time value: 0.35
Break-even: 110.26
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.39
Theta: -0.01
Omega: 11.04
Rho: 0.39
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.27%
1 Month
  -52.46%
3 Months
  -47.27%
YTD  
+7.41%
1 Year
  -17.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.310
1M High / 1M Low: 0.730 0.310
6M High / 6M Low: 0.840 0.310
High (YTD): 8/30/2024 0.840
Low (YTD): 4/19/2024 0.250
52W High: 8/30/2024 0.840
52W Low: 4/19/2024 0.250
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.542
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   0.466
Avg. volume 1Y:   0.000
Volatility 1M:   171.32%
Volatility 6M:   140.16%
Volatility 1Y:   139.80%
Volatility 3Y:   -