Soc. Generale Call 95 NOVN 21.03.2025
/ DE000SU9AAY4
Soc. Generale Call 95 NOVN 21.03..../ DE000SU9AAY4 /
| 13/11/2024 21:46:34 |
Chg.-0.010 |
Bid21:56:04 |
Ask21:56:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
0.220
Bid Size: 15,000 |
0.290
Ask Size: 15,000 |
NOVARTIS N |
95.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AAY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
-0.30 |
| Time value: |
0.27 |
| Break-even: |
104.12 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
15.82 |
| Rho: |
0.14 |
Quote data
| Open: |
0.210 |
| High: |
0.250 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-71.79% |
| 3 Months |
|
|
-68.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.860 |
0.220 |
| 6M High / 6M Low: |
1.000 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
30.435 |
| Avg. price 6M: |
|
0.619 |
| Avg. volume 6M: |
|
5.303 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.20% |
| Volatility 6M: |
|
163.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
