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: |
|
- |