OverviewChartNewsTraderScreen

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

EUWAX
11/15/2024  5:30:51 PM Chg.-0.080 Bid5:55:34 PM Ask5:55:34 PM Underlying Strike price Expiration date Option type
0.880EUR -8.33% 0.860
Bid Size: 9,000		 0.990
Ask Size: 9,000		 NOVARTIS N 85.34 CHF 6/20/2025 Call
 

Master data

WKN: SV48ZJ
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.34 CHF
Maturity: 6/20/2025
Issue date: 5/11/2023
Last trading day: 6/19/2025
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 10.77
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.74
Implied volatility: 0.10
Historic volatility: 0.17
Parity: 0.74
Time value: 0.22
Break-even: 100.12
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.89
Theta: -0.01
Omega: 9.55
Rho: 0.46
 

Quote data

Open: 0.840
High: 0.960
Low: 0.810
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.27%
1 Month
  -52.17%
3 Months
  -46.67%
YTD  
+44.26%
1 Year  
+49.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.880
1M High / 1M Low: 1.840 0.880
6M High / 6M Low: 2.020 0.880
High (YTD): 9/2/2024 2.020
Low (YTD): 1/2/2024 0.610
52W High: 9/2/2024 2.020
52W Low: 12/27/2023 0.560
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.386
Avg. volume 1M:   586.957
Avg. price 6M:   1.479
Avg. volume 6M:   251.894
Avg. price 1Y:   1.169
Avg. volume 1Y:   129.883
Volatility 1M:   100.77%
Volatility 6M:   99.94%
Volatility 1Y:   120.02%
Volatility 3Y:   -