Soc. Generale Call 50000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP63
Soc. Generale Call 50000 Nikkei 2.../ DE000SU9BP63 /
09/07/2024 21:45:10 |
Chg.+0.040 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+30.77% |
0.170 Bid Size: 70,000 |
0.200 Ask Size: 70,000 |
- |
50,000.00 JPY |
13/12/2024 |
Call |
Master data
WKN: |
SU9BP6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50,000.00 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: |
4,192,643.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
712,749.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
27.22 |
Parity: |
-159,100.86 |
Time value: |
0.17 |
Break-even: |
8,718,503.93 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.03 |
Spread %: |
21.43% |
Delta: |
0.00 |
Theta: |
-0.12 |
Omega: |
100.12 |
Rho: |
0.73 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.170 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
-51.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.130 |
1M High / 1M Low: |
0.170 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |