Soc. Generale Call 49000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SU9BPF9
Soc. Generale Call 49000 Nikkei 2.../ DE000SU9BPF9 /
06/09/2024 21:49:46 |
Chg.-0.001 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
-20.00% |
0.004 Bid Size: 125,000 |
0.034 Ask Size: 125,000 |
- |
49,000.00 JPY |
13/09/2024 |
Call |
Master data
WKN: |
SU9BPF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49,000.00 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: |
16,397,347.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
532,263.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
32.30 |
Parity: |
-221,246.98 |
Time value: |
0.03 |
Break-even: |
7,787,568.20 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
750.00% |
Delta: |
0.00 |
Theta: |
-0.66 |
Omega: |
66.83 |
Rho: |
0.00 |
Quote data
Open: |
0.004 |
High: |
0.004 |
Low: |
0.004 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-90.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.004 |
1M High / 1M Low: |
0.024 |
0.004 |
6M High / 6M Low: |
0.370 |
0.004 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.009 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
870.76% |
Volatility 6M: |
|
487.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |