Soc. Generale Call 95 NOVN 20.12.2024
/ DE000SU1VKH1
Soc. Generale Call 95 NOVN 20.12..../ DE000SU1VKH1 /
| 2024-09-26 8:32:42 AM |
Chg.+0.130 |
Bid9:43:22 AM |
Ask9:43:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+26.00% |
0.660
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
NOVARTIS N |
95.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1VKH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.38 |
| Time value: |
0.29 |
| Break-even: |
107.05 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
10.73 |
| Rho: |
0.15 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
-13.70% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.500 |
| 1M High / 1M Low: |
0.880 |
0.500 |
| 6M High / 6M Low: |
0.880 |
0.170 |
| High (YTD): |
2024-09-03 |
0.880 |
| Low (YTD): |
2024-04-19 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
227.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
