Soc. Generale Call 100 NOVN 20.12.2024
/ DE000SU0D348
Soc. Generale Call 100 NOVN 20.12.../ DE000SU0D348 /
| 2024-09-26 9:14:36 AM |
Chg.+0.050 |
Bid9:31:32 AM |
Ask9:31:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+17.24% |
0.320
Bid Size: 125,000 |
0.330
Ask Size: 125,000 |
NOVARTIS N |
100.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU0D34 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.15 |
| Time value: |
0.34 |
| Break-even: |
109.03 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
14.94 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
+9.68% |
| YTD |
|
|
+209.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.290 |
| 1M High / 1M Low: |
0.550 |
0.240 |
| 6M High / 6M Low: |
0.550 |
0.099 |
| High (YTD): |
2024-09-02 |
0.550 |
| Low (YTD): |
2024-04-19 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.27% |
| Volatility 6M: |
|
236.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
