Soc. Generale Call 51000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP71
Soc. Generale Call 51000 Nikkei 2.../ DE000SU9BP71 /
18/10/2024 14:14:33 |
Chg.-0.002 |
Bid14:47:04 |
Ask14:47:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
-6.90% |
0.026 Bid Size: 70,000 |
0.056 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: |
10,538,440.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
632,306.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
41.28 |
Parity: |
-196,443.04 |
Time value: |
0.06 |
Break-even: |
8,287,495.42 |
Moneyness: |
0.76 |
Premium: |
0.31 |
Premium p.a.: |
4.83 |
Spread abs.: |
0.03 |
Spread %: |
100.00% |
Delta: |
0.00 |
Theta: |
-0.12 |
Omega: |
79.02 |
Rho: |
0.07 |
Quote data
Open: |
0.025 |
High: |
0.027 |
Low: |
0.025 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.15% |
1 Month |
|
|
-35.71% |
3 Months |
|
|
-64.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.024 |
1M High / 1M Low: |
0.079 |
0.024 |
6M High / 6M Low: |
0.240 |
0.024 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.095 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
472.24% |
Volatility 6M: |
|
272.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |