Soc. Generale Call 90 NOVN 20.06.2025
/ DE000SU0D371
Soc. Generale Call 90 NOVN 20.06..../ DE000SU0D371 /
09/07/2024 18:46:00 |
Chg.+0.020 |
Bid19:15:18 |
Ask19:15:18 |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
+1.98% |
1.030 Bid Size: 10,000 |
1.140 Ask Size: 10,000 |
NOVARTIS N |
90.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
SU0D37 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
06/10/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.11 |
Historic volatility: |
0.19 |
Parity: |
0.68 |
Time value: |
0.41 |
Break-even: |
103.55 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.87% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
7.71 |
Rho: |
0.69 |
Quote data
Open: |
1.000 |
High: |
1.140 |
Low: |
1.000 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.19% |
1 Month |
|
|
+17.05% |
3 Months |
|
|
+114.58% |
YTD |
|
|
+178.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.950 |
1M High / 1M Low: |
1.020 |
0.780 |
6M High / 6M Low: |
1.020 |
0.410 |
High (YTD): |
04/07/2024 |
1.020 |
Low (YTD): |
02/01/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.916 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.670 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.74% |
Volatility 6M: |
|
107.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |