Soc. Generale Call 105 NOVN 20.12.2024
/ DE000SU1VKJ7
Soc. Generale Call 105 NOVN 20.12.../ DE000SU1VKJ7 /
11/10/2024 21:44:16 |
Chg.+0.020 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
0.120 Bid Size: 20,000 |
0.170 Ask Size: 20,000 |
NOVARTIS N |
105.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SU1VKJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
07/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-0.68 |
Time value: |
0.16 |
Break-even: |
113.61 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
18.52 |
Rho: |
0.05 |
Quote data
Open: |
0.095 |
High: |
0.140 |
Low: |
0.095 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-57.14% |
YTD |
|
|
+81.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.081 |
1M High / 1M Low: |
0.130 |
0.075 |
6M High / 6M Low: |
0.280 |
0.054 |
High (YTD): |
30/08/2024 |
0.280 |
Low (YTD): |
03/04/2024 |
0.051 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.136 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.28% |
Volatility 6M: |
|
225.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |