Soc. Generale Call 100 NOVN 20.09.2024
/ DE000SU0D3Z2
Soc. Generale Call 100 NOVN 20.09.../ DE000SU0D3Z2 /
| 7/9/2024 9:46:45 PM |
Chg.+0.010 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU0D3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-0.35 |
| Time value: |
0.19 |
| Break-even: |
104.84 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
19.70 |
| Rho: |
0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.210 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+196.30% |
| YTD |
|
|
+158.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.091 |
| 6M High / 6M Low: |
0.230 |
0.046 |
| High (YTD): |
1/22/2024 |
0.230 |
| Low (YTD): |
4/17/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.80% |
| Volatility 6M: |
|
237.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
