Soc. Generale Call 120 NOVN 20.09.2024
/ DE000SU0M794
Soc. Generale Call 120 NOVN 20.09.../ DE000SU0M794 /
| 2024-06-28 9:39:11 PM |
Chg.+0.001 |
Bid9:55:17 PM |
Ask9:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+20.00% |
0.006
Bid Size: 20,000 |
0.036
Ask Size: 20,000 |
NOVARTIS N |
120.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU0M79 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
380.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.59 |
| Time value: |
0.03 |
| Break-even: |
124.99 |
| Moneyness: |
0.79 |
| Premium: |
0.26 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
19.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.002 |
| High: |
0.017 |
| Low: |
0.002 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+500.00% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
-68.42% |
| YTD |
|
|
-68.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.001 |
| 1M High / 1M Low: |
0.017 |
0.001 |
| 6M High / 6M Low: |
0.030 |
0.001 |
| High (YTD): |
2024-01-17 |
0.030 |
| Low (YTD): |
2024-06-21 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,610.70% |
| Volatility 6M: |
|
2,457.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
