Soc. Generale Call 90 NOVN 20.06.2025
/ DE000SU0D371
Soc. Generale Call 90 NOVN 20.06..../ DE000SU0D371 /
| 02/08/2024 21:38:46 |
Chg.-0.090 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-8.18% |
1.010
Bid Size: 10,000 |
1.120
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: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.60 |
| Break-even: |
106.69 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
6.84 |
| Rho: |
0.54 |
Quote data
| Open: |
1.080 |
| High: |
1.110 |
| Low: |
0.970 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.94% |
| 1 Month |
|
|
-0.98% |
| 3 Months |
|
|
+83.64% |
| YTD |
|
|
+172.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.010 |
| 1M High / 1M Low: |
1.300 |
0.790 |
| 6M High / 6M Low: |
1.300 |
0.410 |
| High (YTD): |
12/07/2024 |
1.300 |
| Low (YTD): |
02/01/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.68% |
| Volatility 6M: |
|
115.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
