Soc. Generale Call 80 NOVN 20.09.2024
/ DE000SU06PY0
Soc. Generale Call 80 NOVN 20.09..../ DE000SU06PY0 /
| 2024-07-08 9:35:16 PM |
Chg.+0.040 |
Bid9:55:07 PM |
Ask9:55:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+2.45% |
1.670
Bid Size: 7,000 |
1.960
Ask Size: 7,000 |
NOVARTIS N |
80.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU06PY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
1.64 |
| Time value: |
0.16 |
| Break-even: |
100.39 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.85 |
| Rho: |
0.14 |
Quote data
| Open: |
1.750 |
| High: |
1.840 |
| Low: |
1.660 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.03% |
| 1 Month |
|
|
+15.17% |
| 3 Months |
|
|
+108.75% |
| YTD |
|
|
+142.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.580 |
| 1M High / 1M Low: |
1.740 |
1.310 |
| 6M High / 6M Low: |
1.740 |
0.690 |
| High (YTD): |
2024-06-24 |
1.740 |
| Low (YTD): |
2024-01-02 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.70% |
| Volatility 6M: |
|
103.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
