Soc. Generale Call 85 NOVN 20.09.2024
/ DE000SU0D3W9
Soc. Generale Call 85 NOVN 20.09..../ DE000SU0D3W9 /
| 2024-08-01 2:32:22 PM |
Chg.-0.030 |
Bid3:18:18 PM |
Ask3:18:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-2.38% |
1.220
Bid Size: 7,000 |
1.490
Ask Size: 7,000 |
NOVARTIS N |
85.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU0D3W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
0.05 |
| Break-even: |
103.31 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
7.18 |
| Rho: |
0.12 |
Quote data
| Open: |
1.220 |
| High: |
1.240 |
| Low: |
1.220 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+8.85% |
| 3 Months |
|
|
+98.39% |
| YTD |
|
|
+215.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.140 |
| 1M High / 1M Low: |
1.620 |
0.930 |
| 6M High / 6M Low: |
1.620 |
0.380 |
| High (YTD): |
2024-07-12 |
1.620 |
| Low (YTD): |
2024-04-17 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.08% |
| Volatility 6M: |
|
143.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
