Soc. Generale Call 90 NOVN 20.12.2024
/ DE000SU0D330
Soc. Generale Call 90 NOVN 20.12..../ DE000SU0D330 /
| 2024-07-09 9:44:03 PM |
Chg.+0.020 |
Bid9:57:12 PM |
Ask9:57:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
0.920
Bid Size: 9,000 |
1.040
Ask Size: 9,000 |
NOVARTIS N |
90.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU0D33 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.29 |
| Break-even: |
102.35 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
8.16 |
| Rho: |
0.31 |
Quote data
| Open: |
0.900 |
| High: |
1.020 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
+17.95% |
| 3 Months |
|
|
+155.56% |
| YTD |
|
|
+217.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.830 |
| 1M High / 1M Low: |
0.920 |
0.640 |
| 6M High / 6M Low: |
0.920 |
0.300 |
| High (YTD): |
2024-07-04 |
0.920 |
| Low (YTD): |
2024-01-02 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
69.984 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.65% |
| Volatility 6M: |
|
131.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
