Soc. Generale Call 105 NOVN 20.12.2024
/ DE000SU1VKJ7
Soc. Generale Call 105 NOVN 20.12.../ DE000SU1VKJ7 /
| 7/9/2024 9:36:16 PM |
Chg.+0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.180
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
NOVARTIS N |
105.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU1VKJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-0.86 |
| Time value: |
0.20 |
| Break-even: |
110.09 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
14.78 |
| Rho: |
0.12 |
Quote data
| Open: |
0.170 |
| High: |
0.200 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
+168.66% |
| YTD |
|
|
+172.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.150 |
| 1M High / 1M Low: |
0.180 |
0.120 |
| 6M High / 6M Low: |
0.190 |
0.051 |
| High (YTD): |
1/22/2024 |
0.190 |
| Low (YTD): |
4/3/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.08% |
| Volatility 6M: |
|
178.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
