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Soc. Generale Call 90 NOVN 20.06..../  DE000SU0D371  /

Frankfurt Zert./SG
2024-12-20  9:43:12 PM Chg.-0.020 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.240
Bid Size: 20,000		 0.300
Ask Size: 20,000		 NOVARTIS N 90.00 CHF 2025-06-20 Call
 

Master data

WKN: SU0D37
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 2025-06-20
Issue date: 2023-10-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.47
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -0.35
Time value: 0.27
Break-even: 99.33
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.42
Theta: -0.01
Omega: 14.65
Rho: 0.18
 

Quote data

Open: 0.210
High: 0.260
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -62.30%
3 Months
  -78.70%
YTD
  -37.84%
1 Year
  -41.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.610 0.230
6M High / 6M Low: 1.460 0.230
High (YTD): 2024-09-02 1.460
Low (YTD): 2024-12-20 0.230
52W High: 2024-09-02 1.460
52W Low: 2024-12-20 0.230
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   0.917
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   180.04%
Volatility 6M:   137.76%
Volatility 1Y:   133.32%
Volatility 3Y:   -