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Soc. Generale Call 85.34 NOVN 20..../  DE000SV48ZJ0  /

Frankfurt Zert./SG
2024-12-20  9:37:47 PM Chg.-0.030 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.450EUR -6.25% 0.460
Bid Size: 10,000		 0.550
Ask Size: 10,000		 NOVARTIS N 85.34 CHF 2025-06-20 Call
 

Master data

WKN: SV48ZJ
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.34 CHF
Maturity: 2025-06-20
Issue date: 2023-05-11
Last trading day: 2025-06-19
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 19.25
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.15
Implied volatility: 0.13
Historic volatility: 0.18
Parity: 0.15
Time value: 0.36
Break-even: 96.46
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.65
Theta: -0.01
Omega: 12.44
Rho: 0.27
 

Quote data

Open: 0.420
High: 0.500
Low: 0.410
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -54.55%
3 Months
  -70.97%
YTD
  -22.41%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 1.010 0.450
6M High / 6M Low: 1.950 0.450
High (YTD): 2024-09-02 1.950
Low (YTD): 2024-12-20 0.450
52W High: 2024-09-02 1.950
52W Low: 2024-12-20 0.450
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   1.345
Avg. volume 6M:   54
Avg. price 1Y:   1.146
Avg. volume 1Y:   27.529
Volatility 1M:   153.97%
Volatility 6M:   116.58%
Volatility 1Y:   117.08%
Volatility 3Y:   -