Soc. Generale Call 120 NOVN 20.12.2024
/ DE000SU0D363
Soc. Generale Call 120 NOVN 20.12.../ DE000SU0D363 /
9/27/2024 9:39:38 PM |
Chg.0.000 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
0.00% |
0.001 Bid Size: 20,000 |
0.035 Ask Size: 20,000 |
NOVARTIS N |
120.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SU0D36 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
10/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
381.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-2.40 |
Time value: |
0.03 |
Break-even: |
127.15 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.01 |
Spread %: |
58.82% |
Delta: |
0.05 |
Theta: |
-0.01 |
Omega: |
20.46 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.018 |
Low: |
0.003 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
-48.28% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-34.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.001 |
1M High / 1M Low: |
0.029 |
0.001 |
6M High / 6M Low: |
0.050 |
0.001 |
High (YTD): |
7/17/2024 |
0.050 |
Low (YTD): |
9/24/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
4,791.76% |
Volatility 6M: |
|
2,002.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |