Soc. Generale Call 1220 Novo-Nordisk AS 20.12.2024
/ DE000SY1EA34
Soc. Generale Call 1220 Novo-Nord.../ DE000SY1EA34 /
2024-09-11 9:26:50 AM |
Chg.-0.004 |
Bid5:11:58 PM |
Ask5:11:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-4.94% |
- Bid Size: - |
- Ask Size: - |
- |
1,220.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
SY1EA3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,220.00 DKK |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
136.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.33 |
Parity: |
-4.64 |
Time value: |
0.09 |
Break-even: |
164.35 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
2.45 |
Spread abs.: |
0.01 |
Spread %: |
13.16% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
11.09 |
Rho: |
0.02 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.081 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.77% |
1 Month |
|
|
-35.83% |
3 Months |
|
|
-85.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.081 |
1M High / 1M Low: |
0.180 |
0.081 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |