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

EUWAX
14/11/2024  09:13:13 Chg.-0.050 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.780EUR -6.02% -
Bid Size: -		 -
Ask Size: -		 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: 12.75
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.71
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.71
Time value: 0.10
Break-even: 98.87
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.84
Theta: -0.03
Omega: 10.67
Rho: 0.07
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -54.12%
3 Months
  -48.00%
YTD  
+52.94%
1 Year  
+41.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.830
1M High / 1M Low: 1.800 0.830
6M High / 6M Low: 1.990 0.830
High (YTD): 30/08/2024 1.990
Low (YTD): 19/04/2024 0.520
52W High: 30/08/2024 1.990
52W Low: 27/12/2023 0.470
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   1.351
Avg. volume 1M:   0.000
Avg. price 6M:   1.392
Avg. volume 6M:   0.000
Avg. price 1Y:   1.068
Avg. volume 1Y:   0.000
Volatility 1M:   120.83%
Volatility 6M:   118.96%
Volatility 1Y:   140.92%
Volatility 3Y:   -