Soc. Generale Call 90 NOVN 20.12.2024
/ DE000SU0D330
Soc. Generale Call 90 NOVN 20.12..../ DE000SU0D330 /
01/08/2024 15:28:07 |
Chg.-0.020 |
Bid15:37:35 |
Ask15:37:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-2.11% |
0.990 Bid Size: 9,000 |
1.110 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: |
10.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
0.81 |
Time value: |
0.21 |
Break-even: |
104.87 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
8.60 |
Rho: |
0.30 |
Quote data
Open: |
0.930 |
High: |
0.960 |
Low: |
0.920 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.90% |
1 Month |
|
|
+9.41% |
3 Months |
|
|
+97.87% |
YTD |
|
|
+220.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.870 |
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: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.933 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.590 |
Avg. volume 6M: |
|
69.984 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.57% |
Volatility 6M: |
|
142.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |