Soc. Generale Call 105 NOVN 19.09.2025
/ DE000SY64L42
Soc. Generale Call 105 NOVN 19.09.../ DE000SY64L42 /
| 10/11/2024 9:48:00 PM |
Chg.+0.040 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+11.76% |
0.390
Bid Size: 15,000 |
0.460
Ask Size: 15,000 |
NOVARTIS N |
105.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
SY64L4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
-0.68 |
| Time value: |
0.43 |
| Break-even: |
116.31 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
10.61 |
| Rho: |
0.39 |
Quote data
| Open: |
0.340 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.380 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
