Soc. Generale Call 130 NOVN 19.12.../  DE000SU6MJ20  /

EUWAX
2024-06-24  8:52:54 AM Chg.-0.005 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.080EUR -5.88% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 130.00 CHF 2025-12-19 Call
 

Master data

WKN: SU6MJ2
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 88.96
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -3.81
Time value: 0.11
Break-even: 137.05
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 13.40%
Delta: 0.12
Theta: 0.00
Omega: 10.47
Rho: 0.15
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+12.68%
3 Months  
+35.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.076
1M High / 1M Low: 0.100 0.063
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -