Soc. Generale Call 90 NOVN 20.09.2024
/ DE000SU0D3X7
Soc. Generale Call 90 NOVN 20.09..../ DE000SU0D3X7 /
| 8/15/2024 9:35:48 PM |
Chg.+0.060 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+7.41% |
0.870
Bid Size: 8,000 |
1.130
Ask Size: 8,000 |
NOVARTIS N |
90.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU0D3X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
0.17 |
| Break-even: |
104.16 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
8.42 |
| Rho: |
0.07 |
Quote data
| Open: |
0.820 |
| High: |
0.980 |
| Low: |
0.820 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
-5.43% |
| 3 Months |
|
|
+74.00% |
| YTD |
|
|
+314.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
1.020 |
0.520 |
| 6M High / 6M Low: |
1.140 |
0.190 |
| High (YTD): |
7/12/2024 |
1.140 |
| Low (YTD): |
4/17/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.31% |
| Volatility 6M: |
|
197.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
