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Soc. Generale Call 123.27 NOVN 20.../  DE000SV48ZN2  /

Frankfurt Zert./SG
8/15/2024  9:55:59 AM Chg.+0.006 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
0.072EUR +9.09% 0.062
Bid Size: 20,000		 0.097
Ask Size: 20,000		 NOVARTIS N 123.27 CHF 6/20/2025 Call
 

Master data

WKN: SV48ZN
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 123.27 CHF
Maturity: 6/20/2025
Issue date: 5/11/2023
Last trading day: 6/19/2025
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 130.26
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -2.84
Time value: 0.08
Break-even: 130.17
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 15.28%
Delta: 0.11
Theta: -0.01
Omega: 14.26
Rho: 0.09
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.066
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -10.00%
3 Months  
+60.00%
YTD  
+105.71%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.050
1M High / 1M Low: 0.090 0.044
6M High / 6M Low: 0.100 0.013
High (YTD): 7/12/2024 0.100
Low (YTD): 4/3/2024 0.013
52W High: 7/12/2024 0.100
52W Low: 4/3/2024 0.013
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.050
Avg. volume 1Y:   9.766
Volatility 1M:   277.76%
Volatility 6M:   287.90%
Volatility 1Y:   232.86%
Volatility 3Y:   -