Soc. Generale Call 85 NOVN 21.03.2025
/ DE000SU9AAW8
Soc. Generale Call 85 NOVN 21.03..../ DE000SU9AAW8 /
| 9/18/2024 9:48:46 AM |
Chg.+0.05 |
Bid11:48:41 AM |
Ask11:48:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+3.36% |
1.50
Bid Size: 80,000 |
1.51
Ask Size: 80,000 |
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: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.31 |
| Time value: |
0.27 |
| Break-even: |
106.08 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.17 |
| Spread %: |
12.06% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
5.62 |
| Rho: |
0.37 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
+1.32% |
| 3 Months |
|
|
+36.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.44 |
| 1M High / 1M Low: |
1.86 |
1.44 |
| 6M High / 6M Low: |
1.86 |
0.58 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.28% |
| Volatility 6M: |
|
144.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
