Soc. Generale Call 80 NOVN 20.09.2024
/ DE000SU06PY0
Soc. Generale Call 80 NOVN 20.09..../ DE000SU06PY0 /
| 8/1/2024 1:27:59 PM |
Chg.-0.06 |
Bid1:37:20 PM |
Ask1:37:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-3.30% |
1.75
Bid Size: 7,000 |
2.05
Ask Size: 7,000 |
NOVARTIS N |
80.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU06PY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.86 |
| Time value: |
0.05 |
| Break-even: |
103.25 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
5.30 |
| Rho: |
0.11 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+4.14% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+147.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.63 |
| 1M High / 1M Low: |
2.15 |
1.38 |
| 6M High / 6M Low: |
2.15 |
0.70 |
| High (YTD): |
7/15/2024 |
2.15 |
| Low (YTD): |
4/19/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.84% |
| Volatility 6M: |
|
158.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
