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Soc. Generale Call 110 NOVN 20.06.../  DE000SU0D397  /

Frankfurt Zert./SG
15/11/2024  18:55:01 Chg.-0.004 Bid19:28:17 Ask19:28:17 Underlying Strike price Expiration date Option type
0.033EUR -10.81% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 110.00 CHF 20/06/2025 Call
 

Master data

WKN: SU0D39
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 20/06/2025
Issue date: 06/10/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 147.88
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.18
Parity: -2.00
Time value: 0.07
Break-even: 118.22
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 94.12%
Delta: 0.11
Theta: -0.01
Omega: 16.61
Rho: 0.06
 

Quote data

Open: 0.026
High: 0.047
Low: 0.026
Previous Close: 0.037
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -84.29%
3 Months
  -85.65%
YTD
  -61.63%
1 Year
  -61.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.033
1M High / 1M Low: 0.210 0.033
6M High / 6M Low: 0.290 0.033
High (YTD): 30/08/2024 0.290
Low (YTD): 15/11/2024 0.033
52W High: 30/08/2024 0.290
52W Low: 15/11/2024 0.033
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.142
Avg. volume 1Y:   0.000
Volatility 1M:   235.38%
Volatility 6M:   184.38%
Volatility 1Y:   171.43%
Volatility 3Y:   -