OverviewChartNewsTraderScreen

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

EUWAX
7/10/2024  9:21:39 AM Chg.+0.005 Bid11:07:06 AM Ask11:07:06 AM Underlying Strike price Expiration date Option type
0.076EUR +7.04% 0.076
Bid Size: 200,000		 0.088
Ask Size: 200,000		 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: 119.24
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.18
Parity: -2.90
Time value: 0.09
Break-even: 127.80
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 15.79%
Delta: 0.11
Theta: -0.01
Omega: 13.52
Rho: 0.10
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+24.59%
3 Months  
+137.50%
YTD  
+111.11%
1 Year  
+105.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.063
1M High / 1M Low: 0.071 0.053
6M High / 6M Low: 0.076 0.025
High (YTD): 1/17/2024 0.076
Low (YTD): 4/4/2024 0.025
52W High: 10/6/2023 0.086
52W Low: 4/4/2024 0.025
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   9.766
Volatility 1M:   119.84%
Volatility 6M:   206.29%
Volatility 1Y:   182.81%
Volatility 3Y:   -