Soc. Generale Call 85.34 NOVN 20.12.2024
/ DE000SQ34WX8
Soc. Generale Call 85.34 NOVN 20..../ DE000SQ34WX8 /
| 2024-09-26 9:01:24 AM |
Chg.+0.10 |
Bid7:10:30 PM |
Ask7:10:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+6.45% |
1.38
Bid Size: 7,000 |
1.54
Ask Size: 7,000 |
NOVARTIS N |
85.34 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SQ34WX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.34 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
9.48:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
1.47 |
| Time value: |
0.17 |
| Break-even: |
105.69 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
5.90 |
| Rho: |
0.18 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
-7.30% |
| 3 Months |
|
|
+20.44% |
| YTD |
|
|
+223.53% |
| 1 Year |
|
|
+98.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.39 |
| 1M High / 1M Low: |
1.99 |
1.38 |
| 6M High / 6M Low: |
1.99 |
0.52 |
| High (YTD): |
2024-08-30 |
1.99 |
| Low (YTD): |
2024-04-19 |
0.52 |
| 52W High: |
2024-08-30 |
1.99 |
| 52W Low: |
2023-12-27 |
0.47 |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.83% |
| Volatility 6M: |
|
150.72% |
| Volatility 1Y: |
|
139.29% |
| Volatility 3Y: |
|
- |
