Soc. Generale Call 115 NOVN 20.09.2024
/ DE000SU0D322
Soc. Generale Call 115 NOVN 20.09.../ DE000SU0D322 /
| 2024-05-03 9:46:58 PM |
Chg.-0.002 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
-22.22% |
0.006
Bid Size: 20,000 |
0.036
Ask Size: 20,000 |
NOVARTIS N |
115.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU0D32 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
332.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-2.83 |
| Time value: |
0.03 |
| Break-even: |
118.33 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
58.82% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
16.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.006 |
| High: |
0.019 |
| Low: |
0.006 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-63.16% |
| YTD |
|
|
-63.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.007 |
| 1M High / 1M Low: |
0.029 |
0.007 |
| 6M High / 6M Low: |
0.046 |
0.006 |
| High (YTD): |
2024-01-17 |
0.046 |
| Low (YTD): |
2024-03-20 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
777.22% |
| Volatility 6M: |
|
371.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
