Soc. Generale Call 105 NOVN 21.03.2025
/ DE000SU9AA04
Soc. Generale Call 105 NOVN 21.03.../ DE000SU9AA04 /
02/08/2024 21:45:14 |
Chg.-0.040 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-14.29% |
0.240 Bid Size: 20,000 |
0.290 Ask Size: 20,000 |
NOVARTIS N |
105.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
SU9AA0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
13/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
-1.14 |
Time value: |
0.27 |
Break-even: |
114.81 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
11.48 |
Rho: |
0.18 |
Quote data
Open: |
0.260 |
High: |
0.280 |
Low: |
0.230 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.240 |
1M High / 1M Low: |
0.370 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |