Soc. Generale Call 95 NOVN 20.09.2024
/ DE000SU0D3Y5
Soc. Generale Call 95 NOVN 20.09..../ DE000SU0D3Y5 /
| 7/17/2024 4:33:34 PM |
Chg.+0.090 |
Bid5:19:51 PM |
Ask5:19:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+17.65% |
-
Bid Size: - |
-
Ask Size: - |
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: |
17.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.33 |
| Time value: |
0.24 |
| Break-even: |
103.31 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
12.29 |
| Rho: |
0.11 |
Quote data
| Open: |
0.500 |
| High: |
0.600 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+130.77% |
| 3 Months |
|
|
+525.00% |
| YTD |
|
|
+445.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.480 |
| 1M High / 1M Low: |
0.700 |
0.220 |
| 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: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.65% |
| Volatility 6M: |
|
204.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
