Soc. Generale Call 85 NOVN 20.12.2024
/ DE000SU1VKG3
Soc. Generale Call 85 NOVN 20.12..../ DE000SU1VKG3 /
| 09/07/2024 08:33:03 |
Chg.- |
Bid07:50:57 |
Ask07:50:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
- |
1.31
Bid Size: 8,000 |
1.50
Ask Size: 8,000 |
NOVARTIS N |
85.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU1VKG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
1.20 |
| Time value: |
0.20 |
| Break-even: |
101.50 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
6.38 |
| Rho: |
0.34 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+17.12% |
| 3 Months |
|
|
+113.11% |
| YTD |
|
|
+160.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.24 |
| 1M High / 1M Low: |
1.40 |
0.99 |
| 6M High / 6M Low: |
1.40 |
0.51 |
| High (YTD): |
05/07/2024 |
1.40 |
| Low (YTD): |
19/04/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.48% |
| Volatility 6M: |
|
147.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
