OverviewChartNewsTraderScreen

Soc. Generale Call 90 NOVN 19.12..../  DE000SU1VKL3  /

Frankfurt Zert./SG
2024-11-13  9:35:43 PM Chg.-0.020 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.680EUR -2.86% 0.680
Bid Size: 10,000		 0.780
Ask Size: 10,000		 NOVARTIS N 90.00 CHF 2025-12-19 Call
 

Master data

WKN: SU1VKL
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 2025-12-19
Issue date: 2023-11-07
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.95
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.24
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.24
Time value: 0.52
Break-even: 103.68
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.72
Theta: -0.01
Omega: 9.29
Rho: 0.69
 

Quote data

Open: 0.680
High: 0.710
Low: 0.670
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.92%
1 Month
  -46.46%
3 Months
  -40.87%
YTD  
+36.00%
1 Year  
+9.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.700
1M High / 1M Low: 1.390 0.700
6M High / 6M Low: 1.550 0.700
High (YTD): 2024-09-02 1.550
Low (YTD): 2024-01-02 0.490
52W High: 2024-09-02 1.550
52W Low: 2023-12-27 0.480
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   1.064
Avg. volume 1M:   0.000
Avg. price 6M:   1.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.900
Avg. volume 1Y:   0.000
Volatility 1M:   117.92%
Volatility 6M:   105.01%
Volatility 1Y:   108.49%
Volatility 3Y:   -