Soc. Generale Put 100 NOVN 20.06.2025
/ DE000SY2CAH6
Soc. Generale Put 100 NOVN 20.06..../ DE000SY2CAH6 /
12/20/2024 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 |
6/20/2025 |
Put |
Master data
WKN: |
SY2CAH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
6/19/2025 |
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: |
|
- |