Soc. Generale Call 105 NOVN 20.06.2025
/ DE000SW983K9
Soc. Generale Call 105 NOVN 20.06.../ DE000SW983K9 /
9/9/2024 1:28:59 PM |
Chg.+0.030 |
Bid9/9/2024 |
Ask9/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
0.330 Bid Size: 200,000 |
0.350 Ask Size: 200,000 |
NOVARTIS N |
105.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
SW983K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.18 |
Parity: |
-0.76 |
Time value: |
0.33 |
Break-even: |
115.47 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
12.30 |
Rho: |
0.29 |
Quote data
Open: |
0.300 |
High: |
0.340 |
Low: |
0.300 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.26% |
1 Month |
|
|
+22.22% |
3 Months |
|
|
+26.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.290 |
1M High / 1M Low: |
0.460 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |