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Soc. Generale Call 45500 Nikkei 2.../  DE000SW9WL35  /

EUWAX
11/13/2024  8:55:29 AM Chg.-0.006 Bid11:46:10 AM Ask11:46:10 AM Underlying Strike price Expiration date Option type
0.021EUR -22.22% 0.023
Bid Size: 90,000		 0.053
Ask Size: 90,000		 - 45,500.00 JPY 12/13/2024 Call
 

Master data

WKN: SW9WL3
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 45,500.00 JPY
Maturity: 12/13/2024
Issue date: 5/3/2024
Last trading day: 12/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12,396,658.02
Leverage: Yes

Calculated values

Fair value: 644,626.22
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 41.41
Parity: -100,254.57
Time value: 0.05
Break-even: 7,448,808.38
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 4.81
Spread abs.: 0.03
Spread %: 136.36%
Delta: 0.00
Theta: -0.19
Omega: 140.91
Rho: 0.06
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.37%
1 Month
  -88.33%
3 Months
  -80.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.027
1M High / 1M Low: 0.190 0.027
6M High / 6M Low: 0.670 0.027
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   342.66%
Volatility 6M:   374.37%
Volatility 1Y:   -
Volatility 3Y:   -