Soc. Generale Call 47000 Nikkei 2.../  DE000SU9BP30  /

EUWAX
11/14/2024  8:33:57 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.014EUR -6.67% -
Bid Size: -
-
Ask Size: -
- 47,000.00 JPY 12/13/2024 Call
 

Master data

WKN: SU9BP3
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 47,000.00 JPY
Maturity: 12/13/2024
Issue date: 2/14/2024
Last trading day: 12/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 13,287,169.26
Leverage: Yes

Calculated values

Fair value: 637,784.12
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 41.75
Parity: -136,352.47
Time value: 0.05
Break-even: 7,741,366.39
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 10.46
Spread abs.: 0.03
Spread %: 166.67%
Delta: 0.00
Theta: -0.18
Omega: 108.29
Rho: 0.04
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -87.27%
3 Months
  -80.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.014
1M High / 1M Low: 0.110 0.014
6M High / 6M Low: 0.460 0.014
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   457.32%
Volatility 6M:   508.47%
Volatility 1Y:   -
Volatility 3Y:   -