Soc. Generale Call 39500 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SW9WLX5
Soc. Generale Call 39500 Nikkei 2.../ DE000SW9WLX5 /
| 2024-09-10 1:05:38 PM |
Chg.-0.020 |
Bid1:35:13 PM |
Ask1:35:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.480
Bid Size: 70,000 |
0.510
Ask Size: 70,000 |
- |
39,500.00 JPY |
2024-12-13 |
Call |
Master data
| WKN: |
SW9WLX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,500.00 JPY |
| Maturity: |
2024-12-13 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,038,584.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
571,221.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
32.53 |
| Parity: |
-54,972.25 |
| Time value: |
0.55 |
| Break-even: |
6,261,944.80 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.00 |
| Theta: |
-0.54 |
| Omega: |
177.37 |
| Rho: |
2.47 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.43% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
-62.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.360 |
| 1M High / 1M Low: |
1.100 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
