Soc. Generale Call 48000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP48
Soc. Generale Call 48000 Nikkei 2.../ DE000SU9BP48 /
| 10/09/2024 08:34:53 |
Chg.-0.001 |
Bid09:11:34 |
Ask09:11:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-1.85% |
0.054
Bid Size: 70,000 |
0.084
Ask Size: 70,000 |
- |
48,000.00 JPY |
13/12/2024 |
Call |
Master data
| WKN: |
SU9BP4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48,000.00 JPY |
| Maturity: |
13/12/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
12/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7,533,916.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
557,509.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
32.41 |
| Parity: |
-205,353.99 |
| Time value: |
0.07 |
| Break-even: |
7,628,638.65 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.03 |
| Spread %: |
68.18% |
| Delta: |
0.00 |
| Theta: |
-0.09 |
| Omega: |
67.98 |
| Rho: |
0.13 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.79% |
| 1 Month |
|
|
-19.70% |
| 3 Months |
|
|
-72.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.052 |
| 1M High / 1M Low: |
0.130 |
0.052 |
| 6M High / 6M Low: |
0.690 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
15.625 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.56% |
| Volatility 6M: |
|
449.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
