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Soc. Generale Call 75.86 NOVN 21..../  DE000SN349R9  /

Frankfurt Zert./SG
2024-06-17  1:31:02 PM Chg.+0.090 Bid1:52:00 PM Ask1:52:00 PM Underlying Strike price Expiration date Option type
1.980EUR +4.76% 1.970
Bid Size: 70,000		 1.980
Ask Size: 70,000		 NOVARTIS N 75.86 CHF 2024-06-21 Call
 

Master data

WKN: SN349R
Issuer: Société Générale
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 75.86 CHF
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 9.48:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 2.07
Implied volatility: 2.26
Historic volatility: 0.19
Parity: 2.07
Time value: 0.21
Break-even: 101.22
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 5.24
Spread abs.: 0.32
Spread %: 16.33%
Delta: 0.85
Theta: -0.68
Omega: 3.92
Rho: 0.01
 

Quote data

Open: 2.010
High: 2.010
Low: 1.950
Previous Close: 1.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.32%
1 Month  
+15.12%
3 Months  
+83.33%
YTD  
+90.38%
1 Year  
+43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.930 1.810
1M High / 1M Low: 1.930 1.460
6M High / 6M Low: 2.040 0.930
High (YTD): 2024-01-22 2.040
Low (YTD): 2024-04-17 0.930
52W High: 2024-01-22 2.040
52W Low: 2023-07-07 0.810
Avg. price 1W:   1.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.726
Avg. volume 1M:   0.000
Avg. price 6M:   1.435
Avg. volume 6M:   0.000
Avg. price 1Y:   1.323
Avg. volume 1Y:   0.000
Volatility 1M:   68.43%
Volatility 6M:   109.44%
Volatility 1Y:   110.41%
Volatility 3Y:   -