Soc. Generale Call 110 NOVN 20.09.2024
/ DE000SU0D314
Soc. Generale Call 110 NOVN 20.09.../ DE000SU0D314 /
| 8/1/2024 1:11:46 PM |
Chg.0.000 |
Bid1:24:20 PM |
Ask1:24:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
0.00% |
0.004
Bid Size: 20,000 |
0.035
Ask Size: 20,000 |
NOVARTIS N |
110.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU0D31 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
395.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.29 |
| Time value: |
0.03 |
| Break-even: |
115.97 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
29.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.005 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-70.59% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.005 |
| 1M High / 1M Low: |
0.048 |
0.003 |
| 6M High / 6M Low: |
0.048 |
0.003 |
| High (YTD): |
1/22/2024 |
0.073 |
| Low (YTD): |
7/23/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
712.81% |
| Volatility 6M: |
|
523.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
