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Soc. Generale Call 85 NOVN 20.12..../  DE000SU1VKG3  /

EUWAX
11/15/2024  8:34:36 AM Chg.-0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.620EUR -12.68% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 85.00 CHF 12/20/2024 Call
 

Master data

WKN: SU1VKG
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 12/20/2024
Issue date: 11/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.05
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.68
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.68
Time value: 0.13
Break-even: 98.94
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.14
Spread %: 20.90%
Delta: 0.80
Theta: -0.04
Omega: 9.63
Rho: 0.07
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.11%
1 Month
  -60.76%
3 Months
  -57.24%
YTD  
+24.00%
1 Year  
+31.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.620
1M High / 1M Low: 1.690 0.620
6M High / 6M Low: 1.830 0.620
High (YTD): 9/3/2024 1.830
Low (YTD): 4/19/2024 0.510
52W High: 9/3/2024 1.830
52W Low: 12/27/2023 0.460
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   1.177
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.005
Avg. volume 1Y:   0.000
Volatility 1M:   137.88%
Volatility 6M:   130.27%
Volatility 1Y:   142.20%
Volatility 3Y:   -