Soc. Generale Call 46500 Nikkei 2.../  DE000SY2UVZ6  /

EUWAX
9/6/2024  8:11:33 AM Chg.-0.001 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -
-
Ask Size: -
- 46,500.00 JPY 9/13/2024 Call
 

Master data

WKN: SY2UVZ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 46,500.00 JPY
Maturity: 9/13/2024
Issue date: 7/9/2024
Last trading day: 9/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 16,397,347.14
Leverage: Yes

Calculated values

Fair value: 532,898.78
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 32.30
Parity: -181,514.49
Time value: 0.03
Break-even: 7,390,243.31
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 750.00%
Delta: 0.00
Theta: -0.65
Omega: 77.91
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -71.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.004
1M High / 1M Low: 0.020 0.004
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   607.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -