Soc. Generale Call 115 NOVN 20.12.2024
/ DE000SU2N9N1
Soc. Generale Call 115 NOVN 20.12.../ DE000SU2N9N1 /
| 02/08/2024 21:40:55 |
Chg.+0.009 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+39.13% |
0.033
Bid Size: 20,000 |
0.064
Ask Size: 20,000 |
NOVARTIS N |
115.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU2N9N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
156.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-2.17 |
| Time value: |
0.06 |
| Break-even: |
122.71 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
93.94% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
16.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.042 |
| High: |
0.045 |
| Low: |
0.029 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-28.89% |
| 3 Months |
|
|
+39.13% |
| YTD |
|
|
+3.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.023 |
| 1M High / 1M Low: |
0.082 |
0.020 |
| 6M High / 6M Low: |
0.082 |
0.014 |
| High (YTD): |
12/07/2024 |
0.082 |
| Low (YTD): |
02/04/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.034 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.60% |
| Volatility 6M: |
|
289.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
