Soc. Generale Put 100 NOVN 20.06..../  DE000SY2CAH6  /

EUWAX
2024-12-20  8:59:40 AM Chg.+0.12 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.70EUR +7.59% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 100.00 CHF 2025-06-20 Put
 

Master data

WKN: SY2CAH
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 100.00 CHF
Maturity: 2025-06-20
Issue date: 2024-06-27
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.35
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 1.43
Time value: 0.31
Break-even: 89.96
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.58%
Delta: -0.66
Theta: -0.02
Omega: -3.51
Rho: -0.39
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+40.50%
3 Months  
+112.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.46
1M High / 1M Low: 1.70 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -