Soc. Generale Call 120 NOVN 20.06.2025
/ DE000SU0D4A3
Soc. Generale Call 120 NOVN 20.06.../ DE000SU0D4A3 /
| 2024-08-02 9:02:36 AM |
Chg.+0.002 |
Bid12:45:38 PM |
Ask12:45:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+2.63% |
0.089
Bid Size: 200,000 |
0.099
Ask Size: 200,000 |
NOVARTIS N |
120.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SU0D4A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.70 |
| Time value: |
0.12 |
| Break-even: |
128.58 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
36.36% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
11.89 |
| Rho: |
0.12 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
+25.81% |
| YTD |
|
|
+47.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.076 |
| 1M High / 1M Low: |
0.120 |
0.068 |
| 6M High / 6M Low: |
0.120 |
0.037 |
| High (YTD): |
2024-07-15 |
0.120 |
| Low (YTD): |
2024-04-04 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.78% |
| Volatility 6M: |
|
188.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
