Soc. Generale Call 130 NOVN 19.12.../  DE000SU6MJ20  /

EUWAX
7/9/2024  8:54:34 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 130.00 CHF 12/19/2025 Call
 

Master data

WKN: SU6MJ2
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 12/19/2025
Issue date: 1/5/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.05
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -3.44
Time value: 0.14
Break-even: 135.22
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.14
Theta: -0.01
Omega: 10.21
Rho: 0.19
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+26.44%
3 Months  
+134.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.120 0.076
6M High / 6M Low: 0.120 0.041
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.50%
Volatility 6M:   187.42%
Volatility 1Y:   -
Volatility 3Y:   -