Soc. Generale Call 85 NVSEF 20.09.2024
/ DE000SU0D3W9
Soc. Generale Call 85 NVSEF 20.09.../ DE000SU0D3W9 /
9/17/2024 10:51:56 AM |
Chg.+0.130 |
Bid6:57:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
+10.08% |
- Bid Size: - |
- Ask Size: - |
Novartis AG |
85.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SU0D3W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Novartis AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/6/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.83 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
1.83 |
Time value: |
-0.65 |
Break-even: |
96.80 |
Moneyness: |
1.22 |
Premium: |
-0.06 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.250 |
High: |
1.490 |
Low: |
1.250 |
Previous Close: |
1.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.34% |
1 Month |
|
|
+2.90% |
3 Months |
|
|
+59.55% |
YTD |
|
|
+264.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.180 |
1M High / 1M Low: |
1.710 |
1.180 |
6M High / 6M Low: |
1.710 |
0.380 |
High (YTD): |
9/2/2024 |
1.710 |
Low (YTD): |
4/17/2024 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.454 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.981 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.41% |
Volatility 6M: |
|
141.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |