Soc. Generale Call 90 NOVN 20.12.2024
/ DE000SU0D330
Soc. Generale Call 90 NOVN 20.12..../ DE000SU0D330 /
| 2024-06-17 9:27:00 AM |
Chg.-0.030 |
Bid4:55:29 PM |
Ask4:55:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-3.70% |
0.740
Bid Size: 100,000 |
0.760
Ask Size: 100,000 |
NOVARTIS N |
90.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU0D33 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.48 |
| Time value: |
0.37 |
| Break-even: |
102.95 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
16.44% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
8.58 |
| Rho: |
0.33 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
+9.86% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
+151.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.760 |
| 1M High / 1M Low: |
0.830 |
0.540 |
| 6M High / 6M Low: |
0.830 |
0.280 |
| High (YTD): |
2024-06-11 |
0.830 |
| Low (YTD): |
2024-04-19 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.07% |
| Volatility 6M: |
|
185.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
