Soc. Generale Call 85.34 NOVN 20.06.2025
/ DE000SV48ZJ0
Soc. Generale Call 85.34 NOVN 20..../ DE000SV48ZJ0 /
| 2024-06-24 9:12:23 AM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.34 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SV48ZJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.34 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
9.48:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
0.91 |
| Time value: |
0.41 |
| Break-even: |
101.76 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
6.82 |
| Rho: |
0.72 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.76% |
| 1 Month |
|
|
+23.58% |
| 3 Months |
|
|
+74.67% |
| YTD |
|
|
+114.75% |
| 1 Year |
|
|
+43.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.20 |
| 1M High / 1M Low: |
1.37 |
1.00 |
| 6M High / 6M Low: |
1.37 |
0.56 |
| High (YTD): |
2024-06-11 |
1.37 |
| Low (YTD): |
2024-01-02 |
0.61 |
| 52W High: |
2024-06-11 |
1.37 |
| 52W Low: |
2023-07-13 |
0.52 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.29% |
| Volatility 6M: |
|
139.91% |
| Volatility 1Y: |
|
125.07% |
| Volatility 3Y: |
|
- |
