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

Frankfurt Zert./SG
15/11/2024  18:45:48 Chg.-0.050 Bid19:11:12 Ask19:11:12 Underlying Strike price Expiration date Option type
0.510EUR -8.93% -
Bid Size: -		 -
Ask Size: -		 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: 16.27
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.14
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.14
Time value: 0.46
Break-even: 102.18
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 17.65%
Delta: 0.64
Theta: -0.01
Omega: 10.38
Rho: 0.33
 

Quote data

Open: 0.470
High: 0.570
Low: 0.470
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -60.16%
3 Months
  -58.54%
YTD  
+37.84%
1 Year  
+34.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.510
1M High / 1M Low: 1.290 0.510
6M High / 6M Low: 1.460 0.510
High (YTD): 02/09/2024 1.460
Low (YTD): 02/01/2024 0.370
52W High: 02/09/2024 1.460
52W Low: 27/12/2023 0.360
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   148.01%
Volatility 6M:   121.78%
Volatility 1Y:   125.20%
Volatility 3Y:   -