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Soc. Generale Call 80 NOVN 20.12..../  DE000SU06PZ7  /

Frankfurt Zert./SG
11/13/2024  9:36:40 PM Chg.-0.050 Bid9:57:43 PM Ask9:57:43 PM Underlying Strike price Expiration date Option type
1.220EUR -3.94% -
Bid Size: -		 -
Ask Size: -		 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: 7.29
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.30
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 1.30
Time value: 0.05
Break-even: 98.91
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.95
Theta: -0.02
Omega: 6.92
Rho: 0.08
 

Quote data

Open: 1.220
High: 1.310
Low: 1.200
Previous Close: 1.270
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -10.29%
1 Month
  -42.45%
3 Months
  -37.11%
YTD  
+58.44%
1 Year  
+48.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.220
1M High / 1M Low: 2.240 1.220
6M High / 6M Low: 2.300 1.210
High (YTD): 8/30/2024 2.300
Low (YTD): 1/2/2024 0.760
52W High: 8/30/2024 2.300
52W Low: 12/27/2023 0.730
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   1.748
Avg. volume 1M:   0.000
Avg. price 6M:   1.753
Avg. volume 6M:   0.000
Avg. price 1Y:   1.406
Avg. volume 1Y:   0.000
Volatility 1M:   102.49%
Volatility 6M:   94.77%
Volatility 1Y:   102.49%
Volatility 3Y:   -