Soc. Generale Call 85.34 NOVN 20.06.2025
/ DE000SV48ZJ0
Soc. Generale Call 85.34 NOVN 20..../ DE000SV48ZJ0 /
| 02/08/2024 09:59:38 |
Chg.+0.05 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+3.38% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.34 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
SV48ZJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.34 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/05/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
9.48:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
1.01 |
| Time value: |
0.51 |
| Break-even: |
105.53 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.59 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.52% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+150.82% |
| 1 Year |
|
|
+96.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.48 |
| 1M High / 1M Low: |
1.81 |
1.29 |
| 6M High / 6M Low: |
1.81 |
0.62 |
| High (YTD): |
15/07/2024 |
1.81 |
| Low (YTD): |
02/01/2024 |
0.61 |
| 52W High: |
15/07/2024 |
1.81 |
| 52W Low: |
27/12/2023 |
0.56 |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.07% |
| Volatility 6M: |
|
128.60% |
| Volatility 1Y: |
|
118.01% |
| Volatility 3Y: |
|
- |
