Soc. Generale Call 140 NOVN 19.06.2026
/ DE000SY2CAN4
Soc. Generale Call 140 NOVN 19.06.../ DE000SY2CAN4 /
| 10/11/2024 9:49:53 PM |
Chg.+0.007 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+8.54% |
0.089
Bid Size: 20,000 |
0.120
Ask Size: 20,000 |
NOVARTIS N |
140.00 CHF |
6/19/2026 |
Call |
Master data
| WKN: |
SY2CAN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
6/19/2026 |
| Issue date: |
6/27/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-4.42 |
| Time value: |
0.12 |
| Break-even: |
150.55 |
| Moneyness: |
0.70 |
| Premium: |
0.43 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
26.32% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
10.02 |
| Rho: |
0.18 |
Quote data
| Open: |
0.078 |
| High: |
0.098 |
| Low: |
0.078 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.67% |
| 1 Month |
|
|
-3.26% |
| 3 Months |
|
|
-31.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.073 |
| 1M High / 1M Low: |
0.092 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
