Soc. Generale Call 47000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SU9BPD4
Soc. Generale Call 47000 Nikkei 2.../ DE000SU9BPD4 /
09/07/2024 21:39:26 |
Chg.+0.024 |
Bid21:41:09 |
Ask21:41:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
+33.80% |
0.096 Bid Size: 70,000 |
0.130 Ask Size: 70,000 |
- |
47,000.00 JPY |
13/09/2024 |
Call |
Master data
WKN: |
SU9BPD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47,000.00 JPY |
Maturity: |
13/09/2024 |
Issue date: |
14/02/2024 |
Last trading day: |
12/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
7,127,493.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
712,749.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
27.22 |
Parity: |
-106,789.85 |
Time value: |
0.10 |
Break-even: |
8,195,393.10 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.03 |
Spread %: |
38.89% |
Delta: |
0.00 |
Theta: |
-0.17 |
Omega: |
141.84 |
Rho: |
0.26 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.094 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+58.33% |
1 Month |
|
|
+50.79% |
3 Months |
|
|
-63.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.060 |
1M High / 1M Low: |
0.085 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |