OverviewChartNewsTraderScreen

Soc. Generale Call 100 NOVN 20.12.../  DE000SU0D348  /

EUWAX
11/15/2024  9:18:58 AM Chg.-0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.014EUR -17.65% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 100.00 CHF 12/20/2024 Call
 

Master data

WKN: SU0D34
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 12/20/2024
Issue date: 10/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 203.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.93
Time value: 0.05
Break-even: 107.35
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.78
Spread abs.: 0.03
Spread %: 200.00%
Delta: 0.13
Theta: -0.02
Omega: 26.95
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.58%
1 Month
  -96.32%
3 Months
  -96.41%
YTD
  -87.27%
1 Year
  -85.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.014
1M High / 1M Low: 0.390 0.014
6M High / 6M Low: 0.550 0.014
High (YTD): 9/2/2024 0.550
Low (YTD): 11/15/2024 0.014
52W High: 9/2/2024 0.550
52W Low: 11/15/2024 0.014
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   284.29%
Volatility 6M:   229.86%
Volatility 1Y:   228.52%
Volatility 3Y:   -