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Soc. Generale Call 120 NOVN 20.09.../  DE000SU0M794  /

Frankfurt Zert./SG
8/15/2024  10:10:10 AM Chg.-0.003 Bid5:30:06 PM Ask5:30:06 PM Underlying Strike price Expiration date Option type
0.001EUR -75.00% 0.001
Bid Size: 15,000		 0.034
Ask Size: 15,000		 NOVARTIS N 120.00 CHF 9/20/2024 Call
 

Master data

WKN: SU0M79
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 9/20/2024
Issue date: 10/12/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 512.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -2.35
Time value: 0.02
Break-even: 126.15
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 7.22
Spread abs.: 0.02
Spread %: 900.00%
Delta: 0.04
Theta: -0.02
Omega: 22.26
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.004
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -93.33%
3 Months
  -66.67%
YTD
  -94.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: 0.026 0.001
High (YTD): 1/17/2024 0.030
Low (YTD): 8/13/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,078.47%
Volatility 6M:   2,523.75%
Volatility 1Y:   -
Volatility 3Y:   -