Soc. Generale Call 80 NOVN 20.06.2025
/ DE000SU06P01
Soc. Generale Call 80 NOVN 20.06..../ DE000SU06P01 /
| 11/15/2024 7:11:06 PM |
Chg.-0.070 |
Bid7:15:30 PM |
Ask7:15:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-5.22% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
SU06P0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
10/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
1.21 |
| Time value: |
0.20 |
| Break-even: |
99.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.14 |
| Spread %: |
11.02% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.45 |
Quote data
| Open: |
1.210 |
| High: |
1.380 |
| Low: |
1.210 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
-43.30% |
| 3 Months |
|
|
-40.65% |
| YTD |
|
|
+51.19% |
| 1 Year |
|
|
+54.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.270 |
| 1M High / 1M Low: |
2.260 |
1.270 |
| 6M High / 6M Low: |
2.330 |
1.270 |
| High (YTD): |
9/2/2024 |
2.330 |
| Low (YTD): |
1/2/2024 |
0.830 |
| 52W High: |
9/2/2024 |
2.330 |
| 52W Low: |
12/27/2023 |
0.800 |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.477 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.74% |
| Volatility 6M: |
|
86.58% |
| Volatility 1Y: |
|
93.94% |
| Volatility 3Y: |
|
- |
