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

Frankfurt Zert./SG
11/10/2024  21:47:46 Chg.+0.100 Bid21:59:37 Ask21:59:37 Underlying Strike price Expiration date Option type
1.570EUR +6.80% 1.590
Bid Size: 7,000		 1.760
Ask Size: 7,000		 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: 6.57
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.49
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 1.49
Time value: 0.20
Break-even: 107.06
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.85
Theta: -0.03
Omega: 5.60
Rho: 0.14
 

Quote data

Open: 1.450
High: 1.640
Low: 1.450
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.95%
1 Month  
+6.80%
3 Months
  -9.25%
YTD  
+220.41%
1 Year  
+72.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.340
1M High / 1M Low: 1.570 1.310
6M High / 6M Low: 1.870 0.520
High (YTD): 30/08/2024 1.870
Low (YTD): 17/04/2024 0.520
52W High: 30/08/2024 1.870
52W Low: 27/12/2023 0.470
Avg. price 1W:   1.466
Avg. volume 1W:   0.000
Avg. price 1M:   1.417
Avg. volume 1M:   0.000
Avg. price 6M:   1.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.976
Avg. volume 1Y:   0.000
Volatility 1M:   88.46%
Volatility 6M:   114.16%
Volatility 1Y:   121.76%
Volatility 3Y:   -