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: |
|
- |
