Soc. Generale Call 80 NOVN 20.09.2024
/ DE000SU06PY0
Soc. Generale Call 80 NOVN 20.09..../ DE000SU06PY0 /
06/09/2024 21:45:29 |
Chg.0.000 |
Bid21:57:35 |
Ask21:57:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.820EUR |
0.00% |
1.810 Bid Size: 7,000 |
2.150 Ask Size: 7,000 |
NOVARTIS N |
80.00 CHF |
20/09/2024 |
Call |
Master data
WKN: |
SU06PY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
25/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
1.91 |
Implied volatility: |
0.73 |
Historic volatility: |
0.18 |
Parity: |
1.91 |
Time value: |
0.05 |
Break-even: |
105.06 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.51% |
Delta: |
0.94 |
Theta: |
-0.08 |
Omega: |
5.00 |
Rho: |
0.03 |
Quote data
Open: |
1.750 |
High: |
2.080 |
Low: |
1.750 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.11% |
1 Month |
|
|
+22.97% |
3 Months |
|
|
+25.52% |
YTD |
|
|
+163.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.240 |
1.820 |
1M High / 1M Low: |
2.250 |
1.480 |
6M High / 6M Low: |
2.250 |
0.690 |
High (YTD): |
30/08/2024 |
2.250 |
Low (YTD): |
02/01/2024 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.944 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.374 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.26% |
Volatility 6M: |
|
113.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |