Soc. Generale Put 26000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP89
Soc. Generale Put 26000 Nikkei 22.../ DE000SU9BP89 /
| 01/08/2024 09:52:56 |
Chg.+0.013 |
Bid10:13:45 |
Ask10:13:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
+15.85% |
0.100
Bid Size: 70,000 |
0.130
Ask Size: 70,000 |
- |
26,000.00 JPY |
13/12/2024 |
Put |
Master data
| WKN: |
SU9BP8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26,000.00 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: |
-5,707,367.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
417,602.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
26.78 |
| Parity: |
-204,634.75 |
| Time value: |
0.11 |
| Break-even: |
4,231,755.96 |
| Moneyness: |
0.67 |
| Premium: |
0.33 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.03 |
| Spread %: |
34.15% |
| Delta: |
0.00 |
| Theta: |
-0.08 |
| Omega: |
-48.42 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.089 |
| High: |
0.095 |
| Low: |
0.089 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+20.25% |
| 3 Months |
|
|
-63.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.082 |
| 1M High / 1M Low: |
0.094 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
