Soc. Generale Put 100 NOVN 21.03.2025
/ DE000SY2CAG8
Soc. Generale Put 100 NOVN 21.03..../ DE000SY2CAG8 /
| 2024-12-20 9:48:28 PM |
Chg.+0.070 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+4.46% |
1.620
Bid Size: 8,000 |
1.760
Ask Size: 8,000 |
NOVARTIS N |
100.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
SY2CAG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
1.43 |
| Time value: |
0.27 |
| Break-even: |
90.36 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-3.83 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.620 |
| High: |
1.760 |
| Low: |
1.590 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+67.35% |
| 3 Months |
|
|
+156.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.410 |
| 1M High / 1M Low: |
1.640 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
