Soc. Generale Call 85 NOVN 21.03.2025
/ DE000SU9AAW8
Soc. Generale Call 85 NOVN 21.03..../ DE000SU9AAW8 /
| 11/15/2024 7:07:42 PM |
Chg.-0.060 |
Bid7:28:29 PM |
Ask7:28:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-6.98% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SU9AAW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.68 |
| Time value: |
0.25 |
| Break-even: |
100.14 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
16.25% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
8.14 |
| Rho: |
0.23 |
Quote data
| Open: |
0.760 |
| High: |
0.900 |
| Low: |
0.760 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.98% |
| 1 Month |
|
|
-54.02% |
| 3 Months |
|
|
-51.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
1.750 |
0.800 |
| 6M High / 6M Low: |
1.860 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.22% |
| Volatility 6M: |
|
107.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
