Soc. Generale Call 140 NOVN 19.06.../  DE000SY2CAN4  /

EUWAX
15/11/2024  09:07:56 Chg.-0.001 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.037EUR -2.63% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 140.00 CHF 19/06/2026 Call
 

Master data

WKN: SY2CAN
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 19/06/2026
Issue date: 27/06/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 168.28
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -5.20
Time value: 0.06
Break-even: 150.20
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 123.08%
Delta: 0.06
Theta: 0.00
Omega: 10.82
Rho: 0.09
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -60.22%
3 Months
  -63.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.037
1M High / 1M Low: 0.095 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -