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

Frankfurt Zert./SG
8/1/2024  1:18:00 PM Chg.0.000 Bid1:26:00 PM Ask1:26:00 PM Underlying Strike price Expiration date Option type
1.420EUR 0.00% 1.430
Bid Size: 8,000		 1.610
Ask Size: 8,000		 NOVARTIS N 85.34 CHF 12/20/2024 Call
 

Master data

WKN: SQ34WX
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.34 CHF
Maturity: 12/20/2024
Issue date: 11/10/2022
Last trading day: 12/19/2024
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 7.13
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.37
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 1.37
Time value: 0.15
Break-even: 104.18
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.96
Theta: -0.01
Omega: 6.85
Rho: 0.33
 

Quote data

Open: 1.400
High: 1.420
Low: 1.400
Previous Close: 1.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.77%
1 Month  
+9.23%
3 Months  
+84.42%
YTD  
+189.80%
1 Year  
+86.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 1.330
1M High / 1M Low: 1.730 1.100
6M High / 6M Low: 1.730 0.520
High (YTD): 7/12/2024 1.730
Low (YTD): 4/17/2024 0.520
52W High: 7/12/2024 1.730
52W Low: 12/27/2023 0.470
Avg. price 1W:   1.424
Avg. volume 1W:   0.000
Avg. price 1M:   1.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.932
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   0.000
Volatility 1M:   149.42%
Volatility 6M:   117.90%
Volatility 1Y:   120.79%
Volatility 3Y:   -