Soc. Generale Call 45500 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SW9WLJ4
Soc. Generale Call 45500 Nikkei 2.../ DE000SW9WLJ4 /
| 2024-07-31 9:37:00 PM |
Chg.+0.005 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+19.23% |
0.032
Bid Size: 80,000 |
0.062
Ask Size: 80,000 |
- |
45,500.00 JPY |
2024-09-13 |
Call |
Master data
| WKN: |
SW9WLJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45,500.00 JPY |
| Maturity: |
2024-09-13 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-09-12 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11,823,196.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
638,451.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
27.51 |
| Parity: |
-124,173.05 |
| Time value: |
0.05 |
| Break-even: |
7,626,256.99 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
3.37 |
| Spread abs.: |
0.03 |
| Spread %: |
125.00% |
| Delta: |
0.00 |
| Theta: |
-0.14 |
| Omega: |
117.25 |
| Rho: |
0.08 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.028 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.16% |
| 1 Month |
|
|
-64.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.016 |
| 1M High / 1M Low: |
0.290 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
585.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
