Soc. Generale Call 90 NOVN 21.03.2025
/ DE000SU9AAX6
Soc. Generale Call 90 NOVN 21.03..../ DE000SU9AAX6 /
| 16/08/2024 08:17:57 |
Chg.+0.03 |
Bid09:04:14 |
Ask09:04:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+2.78% |
1.17
Bid Size: 90,000 |
1.18
Ask Size: 90,000 |
NOVARTIS N |
90.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AAX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
0.36 |
| Break-even: |
106.06 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.10 |
| Rho: |
0.42 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.43% |
| 1 Month |
|
|
-0.89% |
| 3 Months |
|
|
+46.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.94 |
| 1M High / 1M Low: |
1.12 |
0.76 |
| 6M High / 6M Low: |
1.33 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.58% |
| Volatility 6M: |
|
178.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
