Soc. Generale Call 100 NOVN 20.09.2024
/ DE000SU0D3Z2
Soc. Generale Call 100 NOVN 20.09.../ DE000SU0D3Z2 /
| 9/17/2024 10:48:39 AM |
Chg.+0.008 |
Bid6:57:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+32.00% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
100.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SU0D3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
167.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.06 |
| Break-even: |
106.95 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
26.35 |
| Spread abs.: |
0.02 |
| Spread %: |
34.78% |
| Delta: |
0.28 |
| Theta: |
-0.21 |
| Omega: |
46.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.015 |
| High: |
0.051 |
| Low: |
0.015 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-82.63% |
| 3 Months |
|
|
-63.74% |
| YTD |
|
|
-46.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.025 |
| 1M High / 1M Low: |
0.280 |
0.025 |
| 6M High / 6M Low: |
0.330 |
0.025 |
| High (YTD): |
7/12/2024 |
0.330 |
| Low (YTD): |
9/16/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.16% |
| Volatility 6M: |
|
354.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
