Soc. Generale Call 80 NOVN 20.12.2024
/ DE000SU06PZ7
Soc. Generale Call 80 NOVN 20.12..../ DE000SU06PZ7 /
| 9/10/2024 9:46:31 AM |
Chg.+0.130 |
Bid10:23:48 AM |
Ask10:23:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+6.53% |
2.120
Bid Size: 70,000 |
2.130
Ask Size: 70,000 |
NOVARTIS N |
80.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU06PZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
2.06 |
| Time value: |
0.10 |
| Break-even: |
106.96 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.23 |
Quote data
| Open: |
1.930 |
| High: |
2.120 |
| Low: |
1.930 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.85% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
+36.77% |
| YTD |
|
|
+175.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.890 |
| 1M High / 1M Low: |
2.300 |
1.690 |
| 6M High / 6M Low: |
2.300 |
0.800 |
| High (YTD): |
8/30/2024 |
2.300 |
| Low (YTD): |
1/2/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.21% |
| Volatility 6M: |
|
98.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
