Soc. Generale Call 80 NOVN 20.12.2024
/ DE000SU06PZ7
Soc. Generale Call 80 NOVN 20.12..../ DE000SU06PZ7 /
| 02/08/2024 21:47:44 |
Chg.-0.080 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
-4.32% |
1.760
Bid Size: 8,000 |
2.010
Ask Size: 8,000 |
NOVARTIS N |
80.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU06PZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.53 |
| Time value: |
0.35 |
| Break-even: |
104.22 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
4.41 |
| Rho: |
0.24 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.720 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+1.14% |
| 3 Months |
|
|
+70.19% |
| YTD |
|
|
+129.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.770 |
| 1M High / 1M Low: |
2.170 |
1.490 |
| 6M High / 6M Low: |
2.170 |
0.800 |
| High (YTD): |
12/07/2024 |
2.170 |
| Low (YTD): |
02/01/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.34% |
| Volatility 6M: |
|
96.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
