Soc. Generale Call 90 NOVN 20.12.2024
/ DE000SU0D330
Soc. Generale Call 90 NOVN 20.12..../ DE000SU0D330 /
| 02/08/2024 21:36:59 |
Chg.-0.100 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-10.00% |
0.910
Bid Size: 9,000 |
1.030
Ask Size: 9,000 |
NOVARTIS N |
90.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU0D33 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.49 |
| Break-even: |
105.59 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
7.21 |
| Rho: |
0.22 |
Quote data
| Open: |
0.980 |
| High: |
1.010 |
| Low: |
0.860 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
+8.43% |
| 3 Months |
|
|
+114.29% |
| YTD |
|
|
+210.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.900 |
| 1M High / 1M Low: |
1.230 |
0.670 |
| 6M High / 6M Low: |
1.230 |
0.300 |
| High (YTD): |
12/07/2024 |
1.230 |
| Low (YTD): |
02/01/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
69.984 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.22% |
| Volatility 6M: |
|
143.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
