Soc. Generale Call 95 NOVN 20.09.2024
/ DE000SU0D3Y5
Soc. Generale Call 95 NOVN 20.09..../ DE000SU0D3Y5 /
9/6/2024 9:41:46 PM |
Chg.-0.010 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-2.78% |
0.340 Bid Size: 8,900 |
0.480 Ask Size: 8,900 |
NOVARTIS N |
95.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
SU0D3Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
10/6/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.31 |
Time value: |
0.09 |
Break-even: |
105.49 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.74 |
Theta: |
-0.07 |
Omega: |
19.41 |
Rho: |
0.03 |
Quote data
Open: |
0.310 |
High: |
0.510 |
Low: |
0.310 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-48.53% |
1 Month |
|
|
+9.38% |
3 Months |
|
|
+16.67% |
YTD |
|
|
+218.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.350 |
1M High / 1M Low: |
0.680 |
0.300 |
6M High / 6M Low: |
0.700 |
0.096 |
High (YTD): |
7/12/2024 |
0.700 |
Low (YTD): |
4/17/2024 |
0.096 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.93% |
Volatility 6M: |
|
249.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |