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Soc. Generale Call 123.27 NOVN 20.../  DE000SV48ZN2  /

EUWAX
9/25/2024  9:19:39 AM Chg.- Bid8:05:51 AM Ask8:05:51 AM Underlying Strike price Expiration date Option type
0.050EUR - 0.041
Bid Size: 20,000		 0.085
Ask Size: 20,000		 NOVARTIS N 123.27 CHF 6/20/2025 Call
 

Master data

WKN: SV48ZN
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 123.27 CHF
Maturity: 6/20/2025
Issue date: 5/11/2023
Last trading day: 6/19/2025
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 171.60
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.18
Parity: -2.75
Time value: 0.06
Break-even: 130.81
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 18.52%
Delta: 0.09
Theta: -0.01
Omega: 15.91
Rho: 0.07
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -39.76%
3 Months
  -20.63%
YTD  
+38.89%
1 Year
  -35.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.050
1M High / 1M Low: 0.090 0.050
6M High / 6M Low: 0.100 0.025
High (YTD): 7/15/2024 0.100
Low (YTD): 4/4/2024 0.025
52W High: 7/15/2024 0.100
52W Low: 4/4/2024 0.025
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   134.46%
Volatility 6M:   206.81%
Volatility 1Y:   183.25%
Volatility 3Y:   -