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

Frankfurt Zert./SG
15/11/2024  18:49:53 Chg.-0.005 Bid19:28:26 Ask19:28:26 Underlying Strike price Expiration date Option type
0.001EUR -83.33% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 100.00 CHF 20/12/2024 Call
 

Master data

WKN: SU0D34
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 20/12/2024
Issue date: 06/10/2023
Last trading day: 19/12/2024
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: 0.017
High: 0.017
Low: 0.001
Previous Close: 0.006
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -93.33%
1 Month
  -99.73%
3 Months
  -99.75%
YTD
  -99.09%
1 Year
  -98.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.380 0.001
6M High / 6M Low: 0.540 0.001
High (YTD): 30/08/2024 0.540
Low (YTD): 15/11/2024 0.001
52W High: 30/08/2024 0.540
52W Low: 15/11/2024 0.001
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   496.80%
Volatility 6M:   304.67%
Volatility 1Y:   255.55%
Volatility 3Y:   -