Soc. Generale Call 100 NOVN 20.09.2024
/ DE000SU0D3Z2
Soc. Generale Call 100 NOVN 20.09.../ DE000SU0D3Z2 /
| 2024-06-28 9:43:22 PM |
Chg.-0.010 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.130
Bid Size: 20,000 |
0.180
Ask Size: 20,000 |
NOVARTIS N |
100.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU0D3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.51 |
| Time value: |
0.18 |
| Break-even: |
105.74 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
18.20 |
| Rho: |
0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
+109.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.065 |
| 6M High / 6M Low: |
0.230 |
0.046 |
| High (YTD): |
2024-01-22 |
0.230 |
| Low (YTD): |
2024-04-17 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.46% |
| Volatility 6M: |
|
261.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
