Soc. Generale Call 110 NOVN 20.12.2024
/ DE000SU0D355
Soc. Generale Call 110 NOVN 20.12.../ DE000SU0D355 /
| 8/2/2024 9:02:13 AM |
Chg.-0.004 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
110.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU0D35 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.67 |
| Time value: |
0.10 |
| Break-even: |
118.43 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
15.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-24.21% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
+56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.072 |
| 1M High / 1M Low: |
0.150 |
0.064 |
| 6M High / 6M Low: |
0.150 |
0.033 |
| High (YTD): |
7/15/2024 |
0.150 |
| Low (YTD): |
4/2/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.14% |
| Volatility 6M: |
|
245.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
