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

EUWAX
11/10/2024  14:57:40 Chg.+0.004 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.054EUR +8.00% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 123.27 CHF 20/06/2025 Call
 

Master data

WKN: SV48ZN
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 123.27 CHF
Maturity: 20/06/2025
Issue date: 11/05/2023
Last trading day: 19/06/2025
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 160.82
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -2.78
Time value: 0.07
Break-even: 132.15
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.10
Theta: -0.01
Omega: 15.47
Rho: 0.07
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month
  -12.90%
3 Months
  -46.00%
YTD  
+50.00%
1 Year
  -36.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.048
1M High / 1M Low: 0.062 0.027
6M High / 6M Low: 0.100 0.027
High (YTD): 15/07/2024 0.100
Low (YTD): 04/04/2024 0.025
52W High: 15/07/2024 0.100
52W Low: 04/04/2024 0.025
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.055
Avg. volume 1Y:   0.000
Volatility 1M:   340.00%
Volatility 6M:   237.91%
Volatility 1Y:   203.70%
Volatility 3Y:   -