Soc. Generale Call 100 NOVN 20.12.2024
/ DE000SU0D348
Soc. Generale Call 100 NOVN 20.12.../ DE000SU0D348 /
| 7/9/2024 9:42:57 PM |
Chg.+0.010 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
-
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: |
27.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-0.35 |
| Time value: |
0.36 |
| Break-even: |
106.54 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
12.65 |
| Rho: |
0.19 |
Quote data
| Open: |
0.310 |
| High: |
0.370 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+190.91% |
| YTD |
|
|
+190.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.210 |
| 6M High / 6M Low: |
0.330 |
0.094 |
| High (YTD): |
6/24/2024 |
0.330 |
| Low (YTD): |
4/3/2024 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.54% |
| Volatility 6M: |
|
173.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
