Soc. Generale Call 960 Novo-Nordisk AS 20.09.2024
/ DE000SU9BZH4
Soc. Generale Call 960 Novo-Nordi.../ DE000SU9BZH4 /
| 7/17/2024 10:55:24 AM |
Chg.-0.210 |
Bid11:17:42 AM |
Ask11:17:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-26.58% |
0.560
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
- |
960.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SU9BZH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
960.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
0.08 |
| Time value: |
0.77 |
| Break-even: |
137.21 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
8.57 |
| Rho: |
0.11 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.580 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.96% |
| 1 Month |
|
|
-42.57% |
| 3 Months |
|
|
-15.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.790 |
| 1M High / 1M Low: |
1.280 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
