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

EUWAX
10/18/2024  9:22:31 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.370EUR -5.13% -
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: 24.29
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.05
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 0.05
Time value: 0.39
Break-even: 110.80
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.56
Theta: -0.04
Omega: 13.63
Rho: 0.09
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.33%
1 Month  
+19.35%
3 Months  
+48.00%
YTD  
+236.36%
1 Year  
+105.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 0.550 0.099
High (YTD): 9/2/2024 0.550
Low (YTD): 4/19/2024 0.099
52W High: 9/2/2024 0.550
52W Low: 11/16/2023 0.096
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.228
Avg. volume 1Y:   0.000
Volatility 1M:   198.85%
Volatility 6M:   243.91%
Volatility 1Y:   209.86%
Volatility 3Y:   -