Soc. Generale Call 95 NOVN 20.06.2025
/ DE000SW983J1
Soc. Generale Call 95 NOVN 20.06..../ DE000SW983J1 /
11/10/2024 21:43:43 |
Chg.+0.070 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+9.72% |
0.800 Bid Size: 10,000 |
0.920 Ask Size: 10,000 |
NOVARTIS N |
95.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
SW983J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
0.38 |
Time value: |
0.50 |
Break-even: |
110.14 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.70 |
Theta: |
-0.02 |
Omega: |
8.39 |
Rho: |
0.45 |
Quote data
Open: |
0.710 |
High: |
0.830 |
Low: |
0.710 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.91% |
1 Month |
|
|
+3.95% |
3 Months |
|
|
-18.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.640 |
1M High / 1M Low: |
0.790 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.720 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |