Soc. Generale Call 90 NOVN 20.06.2025
/ DE000SU0D371
Soc. Generale Call 90 NOVN 20.06..../ DE000SU0D371 /
| 2024-06-24 9:17:31 AM |
Chg.-0.010 |
Bid8:00:08 PM |
Ask8:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SU0D37 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
0.37 |
| Time value: |
0.54 |
| Break-even: |
103.22 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
7.98 |
| Rho: |
0.63 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.76% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.810 |
| 1M High / 1M Low: |
0.950 |
0.670 |
| 6M High / 6M Low: |
0.950 |
0.360 |
| High (YTD): |
2024-06-11 |
0.950 |
| Low (YTD): |
2024-01-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.650 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.93% |
| Volatility 6M: |
|
154.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
