Soc. Generale Call 95 NOVN 20.12.2024
/ DE000SU1VKH1
Soc. Generale Call 95 NOVN 20.12..../ DE000SU1VKH1 /
| 02/08/2024 21:47:06 |
Chg.-0.070 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-11.29% |
0.540
Bid Size: 10,000 |
0.630
Ask Size: 10,000 |
NOVARTIS N |
95.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU1VKH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.59 |
| Break-even: |
107.33 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
9.34 |
| Rho: |
0.19 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.530 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+223.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.550 |
| 1M High / 1M Low: |
0.810 |
0.380 |
| 6M High / 6M Low: |
0.810 |
0.170 |
| High (YTD): |
12/07/2024 |
0.810 |
| Low (YTD): |
17/04/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.69% |
| Volatility 6M: |
|
168.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
