Soc. Generale Call 51000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP71
Soc. Generale Call 51000 Nikkei 2.../ DE000SU9BP71 /
14/08/2024 21:36:58 |
Chg.-0.011 |
Bid21:55:57 |
Ask21:55:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
-13.25% |
0.073 Bid Size: 70,000 |
0.100 Ask Size: 70,000 |
- |
51,000.00 JPY |
13/12/2024 |
Call |
Master data
WKN: |
SU9BP7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51,000.00 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: |
5,333,774.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
586,715.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
30.78 |
Parity: |
-235,251.58 |
Time value: |
0.11 |
Break-even: |
8,219,669.32 |
Moneyness: |
0.71 |
Premium: |
0.40 |
Premium p.a.: |
1.77 |
Spread abs.: |
0.03 |
Spread %: |
32.53% |
Delta: |
0.00 |
Theta: |
-0.10 |
Omega: |
62.17 |
Rho: |
0.22 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.071 |
Previous Close: |
0.083 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.77% |
1 Month |
|
|
-34.55% |
3 Months |
|
|
-48.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.059 |
1M High / 1M Low: |
0.120 |
0.046 |
6M High / 6M Low: |
0.510 |
0.046 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.190 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.48% |
Volatility 6M: |
|
334.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |