Soc. Generale Call 120 NOVN 20.12.2024
/ DE000SU0D363
Soc. Generale Call 120 NOVN 20.12.../ DE000SU0D363 /
| 28/06/2024 21:39:58 |
Chg.+0.002 |
Bid21:58:57 |
Ask21:58:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+6.67% |
0.032
Bid Size: 20,000 |
0.062
Ask Size: 20,000 |
NOVARTIS N |
120.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU0D36 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
180.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-2.55 |
| Time value: |
0.06 |
| Break-even: |
125.20 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
15.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.028 |
| High: |
0.045 |
| Low: |
0.028 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.42% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+39.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.030 |
| 1M High / 1M Low: |
0.041 |
0.018 |
| 6M High / 6M Low: |
0.050 |
0.007 |
| High (YTD): |
18/01/2024 |
0.050 |
| Low (YTD): |
02/04/2024 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
457.12% |
| Volatility 6M: |
|
377.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
