Soc. Generale Call 90 NOVN 21.03.2025
/ DE000SU9AAX6
Soc. Generale Call 90 NOVN 21.03..../ DE000SU9AAX6 /
| 11/14/2024 8:17:01 AM |
Chg.-0.010 |
Bid3:01:55 PM |
Ask3:01:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.540
Bid Size: 100,000 |
0.550
Ask Size: 100,000 |
NOVARTIS N |
90.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SU9AAX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.17 |
| Time value: |
0.36 |
| Break-even: |
101.47 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
11.71 |
| Rho: |
0.20 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.31% |
| 1 Month |
|
|
-61.40% |
| 3 Months |
|
|
-56.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.450 |
| 1M High / 1M Low: |
1.280 |
0.450 |
| 6M High / 6M Low: |
1.400 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.71% |
| Volatility 6M: |
|
153.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
