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

Frankfurt Zert./SG
2024-07-09  9:39:18 PM Chg.+0.020 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.380EUR +1.47% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 85.34 CHF 2024-12-20 Call
 

Master data

WKN: SQ34WX
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.34 CHF
Maturity: 2024-12-20
Issue date: 2022-11-10
Last trading day: 2024-12-19
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: BOOK
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month  
+17.95%
3 Months  
+137.93%
YTD  
+181.63%
1 Year  
+193.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.280
1M High / 1M Low: 1.380 1.040
6M High / 6M Low: 1.380 0.520
High (YTD): 2024-07-09 1.380
Low (YTD): 2024-04-17 0.520
52W High: 2024-07-09 1.380
52W Low: 2023-07-17 0.420
Avg. price 1W:   1.350
Avg. volume 1W:   0.000
Avg. price 1M:   1.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.882
Avg. volume 6M:   0.000
Avg. price 1Y:   0.772
Avg. volume 1Y:   0.000
Volatility 1M:   94.05%
Volatility 6M:   115.39%
Volatility 1Y:   124.03%
Volatility 3Y:   -