Soc. Generale Call 105 NOVN 21.03.2025
/ DE000SU9AA04
Soc. Generale Call 105 NOVN 21.03.../ DE000SU9AA04 /
11/10/2024 21:38:33 |
Chg.+0.030 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+14.29% |
0.250 Bid Size: 15,000 |
0.310 Ask Size: 15,000 |
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: |
36.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
-0.68 |
Time value: |
0.29 |
Break-even: |
114.91 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
0.36 |
Theta: |
-0.02 |
Omega: |
13.17 |
Rho: |
0.15 |
Quote data
Open: |
0.200 |
High: |
0.260 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
+4.35% |
3 Months |
|
|
-35.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.240 |
0.160 |
6M High / 6M Low: |
0.390 |
0.084 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.77% |
Volatility 6M: |
|
188.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |