Soc. Generale Call 90 NOVN 20.06.2025
/ DE000SU0D371
Soc. Generale Call 90 NOVN 20.06..../ DE000SU0D371 /
9/6/2024 9:42:10 PM |
Chg.+0.020 |
Bid9:58:32 PM |
Ask9:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
+1.83% |
1.100 Bid Size: 9,000 |
1.230 Ask Size: 9,000 |
NOVARTIS N |
90.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
SU0D37 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
10/6/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.11 |
Historic volatility: |
0.18 |
Parity: |
0.84 |
Time value: |
0.32 |
Break-even: |
107.75 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.75% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
7.99 |
Rho: |
0.64 |
Quote data
Open: |
1.070 |
High: |
1.250 |
Low: |
1.070 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.92% |
1 Month |
|
|
+23.33% |
3 Months |
|
|
+26.14% |
YTD |
|
|
+200.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.090 |
1M High / 1M Low: |
1.460 |
0.900 |
6M High / 6M Low: |
1.460 |
0.410 |
High (YTD): |
9/2/2024 |
1.460 |
Low (YTD): |
1/2/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.200 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.828 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.98% |
Volatility 6M: |
|
118.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |