Soc. Generale Call 110 NOVN 20.12.2024
/ DE000SU0D355
Soc. Generale Call 110 NOVN 20.12.../ DE000SU0D355 /
| 2024-07-09 9:43:09 PM |
Chg.+0.005 |
Bid9:57:25 PM |
Ask9:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+5.49% |
0.097
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
NOVARTIS N |
110.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU0D35 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-1.38 |
| Time value: |
0.11 |
| Break-even: |
114.33 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
16.50 |
| Rho: |
0.08 |
Quote data
| Open: |
0.087 |
| High: |
0.110 |
| Low: |
0.086 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.083 |
| 1M High / 1M Low: |
0.110 |
0.065 |
| 6M High / 6M Low: |
0.120 |
0.028 |
| High (YTD): |
2024-01-22 |
0.120 |
| Low (YTD): |
2024-04-02 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.66% |
| Volatility 6M: |
|
212.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
