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Soc. Generale Call 85.34 NOVN 20..../  DE000SQ34WX8  /

Frankfurt Zert./SG
09/07/2024  21:39:18 Chg.+0.020 Bid21:59:53 Ask21:59:53 Underlying Strike price Expiration date Option type
1.380EUR +1.47% 1.380
Bid Size: 8,000		 1.530
Ask Size: 8,000		 NOVARTIS N 85.34 CHF 20/12/2024 Call
 

Master data

WKN: SQ34WX
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.34 CHF
Maturity: 20/12/2024
Issue date: 10/11/2022
Last trading day: 19/12/2024
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.23
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 1.23
Time value: 0.22
Break-even: 101.59
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.89
Theta: -0.01
Omega: 6.42
Rho: 0.33
 

Quote data

Open: 1.350
High: 1.510
Low: 1.350
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month  
+15.00%
3 Months  
+126.23%
YTD  
+181.63%
1 Year  
+228.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.280
1M High / 1M Low: 1.370 1.040
6M High / 6M Low: 1.370 0.520
High (YTD): 04/07/2024 1.370
Low (YTD): 17/04/2024 0.520
52W High: 04/07/2024 1.370
52W Low: 17/07/2023 0.420
Avg. price 1W:   1.334
Avg. volume 1W:   0.000
Avg. price 1M:   1.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.879
Avg. volume 6M:   0.000
Avg. price 1Y:   0.769
Avg. volume 1Y:   0.000
Volatility 1M:   96.47%
Volatility 6M:   115.44%
Volatility 1Y:   124.27%
Volatility 3Y:   -