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

EUWAX
2024-08-01  2:23:38 PM Chg.-0.030 Bid2024-08-01 Ask2024-08-01 Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 20,000
0.230
Ask Size: 20,000
NOVARTIS N 110.00 CHF 2025-06-20 Call
 

Master data

WKN: SU0D39
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 2025-06-20
Issue date: 2023-10-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.69
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -1.29
Time value: 0.23
Break-even: 118.01
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.28
Theta: -0.01
Omega: 12.70
Rho: 0.24
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -5.00%
3 Months  
+58.33%
YTD  
+111.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: 0.280 0.074
High (YTD): 2024-07-15 0.280
Low (YTD): 2024-04-02 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.06%
Volatility 6M:   191.53%
Volatility 1Y:   -
Volatility 3Y:   -