Soc. Generale Call 120 NOVN 20.12.2024
/ DE000SU0D363
Soc. Generale Call 120 NOVN 20.12.../ DE000SU0D363 /
2024-09-26 9:14:36 AM |
Chg.0.000 |
Bid9:52:19 AM |
Ask9:52:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
0.00% |
0.013 Bid Size: 200,000 |
0.023 Ask Size: 200,000 |
NOVARTIS N |
120.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
SU0D36 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
385.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-2.27 |
Time value: |
0.03 |
Break-even: |
127.02 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.01 |
Spread %: |
58.82% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
21.43 |
Rho: |
0.01 |
Quote data
Open: |
0.017 |
High: |
0.017 |
Low: |
0.017 |
Previous Close: |
0.017 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.53% |
1 Month |
|
|
-48.48% |
3 Months |
|
|
-58.54% |
YTD |
|
|
-29.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.014 |
1M High / 1M Low: |
0.033 |
0.014 |
6M High / 6M Low: |
0.053 |
0.014 |
High (YTD): |
2024-07-01 |
0.053 |
Low (YTD): |
2024-09-23 |
0.014 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.030 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.88% |
Volatility 6M: |
|
266.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |