Soc. Generale Call 115 NOVN 21.03.2025
/ DE000SU9AA20
Soc. Generale Call 115 NOVN 21.03.../ DE000SU9AA20 /
| 27/09/2024 14:21:15 |
Chg.+0.017 |
Bid14:46:54 |
Ask14:46:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+37.78% |
0.060
Bid Size: 200,000 |
0.070
Ask Size: 200,000 |
NOVARTIS N |
115.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AA2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
146.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-1.87 |
| Time value: |
0.07 |
| Break-even: |
122.30 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
17.57 |
| Rho: |
0.06 |
Quote data
| Open: |
0.043 |
| High: |
0.062 |
| Low: |
0.043 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
-48.33% |
| 3 Months |
|
|
-31.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.045 |
| 1M High / 1M Low: |
0.130 |
0.045 |
| 6M High / 6M Low: |
0.140 |
0.027 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.57% |
| Volatility 6M: |
|
224.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
