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Soc. Generale Call 90 NOVN 20.12..../  DE000SU0D330  /

Frankfurt Zert./SG
11/15/2024  7:03:59 PM Chg.-0.060 Bid7:27:53 PM Ask7:27:53 PM Underlying Strike price Expiration date Option type
0.260EUR -18.75% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 90.00 CHF 12/20/2024 Call
 

Master data

WKN: SU0D33
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 12/20/2024
Issue date: 10/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.38
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.14
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.14
Time value: 0.23
Break-even: 99.88
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 37.04%
Delta: 0.61
Theta: -0.04
Omega: 16.09
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.350
Low: 0.230
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -77.97%
3 Months
  -77.19%
YTD
  -10.34%
1 Year
  -10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 1.210 0.260
6M High / 6M Low: 1.350 0.260
High (YTD): 8/30/2024 1.350
Low (YTD): 11/15/2024 0.260
52W High: 8/30/2024 1.350
52W Low: 11/15/2024 0.260
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.690
Avg. volume 1M:   0.000
Avg. price 6M:   0.862
Avg. volume 6M:   0.000
Avg. price 1Y:   0.660
Avg. volume 1Y:   34.719
Volatility 1M:   207.51%
Volatility 6M:   161.76%
Volatility 1Y:   159.22%
Volatility 3Y:   -