Soc. Generale Call 100 NOVN 20.09.2024
/ DE000SU0D3Z2
Soc. Generale Call 100 NOVN 20.09.../ DE000SU0D3Z2 /
| 02/08/2024 21:40:39 |
Chg.-0.030 |
Bid21:58:37 |
Ask21:58:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
0.110
Bid Size: 20,000 |
0.160
Ask Size: 20,000 |
NOVARTIS N |
100.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU0D3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.61 |
| Time value: |
0.13 |
| Break-even: |
108.07 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
20.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.096 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
+80.33% |
| YTD |
|
|
+77.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.330 |
0.062 |
| 6M High / 6M Low: |
0.330 |
0.046 |
| High (YTD): |
12/07/2024 |
0.330 |
| Low (YTD): |
17/04/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.83% |
| Volatility 6M: |
|
281.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
