Soc. Generale Call 95 NOVN 20.09.2024
/ DE000SU0D3Y5
Soc. Generale Call 95 NOVN 20.09..../ DE000SU0D3Y5 /
| 28/06/2024 21:47:05 |
Chg.-0.010 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.330
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
NOVARTIS N |
95.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU0D3Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.05 |
| Time value: |
0.35 |
| Break-even: |
102.68 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
14.34 |
| Rho: |
0.12 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
+190.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.320 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
0.400 |
0.096 |
| High (YTD): |
24/06/2024 |
0.400 |
| Low (YTD): |
17/04/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.212 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.06% |
| Volatility 6M: |
|
228.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
