Soc. Generale Put 29000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SW9WLK2
Soc. Generale Put 29000 Nikkei 22.../ DE000SW9WLK2 /
| 7/8/2024 7:57:55 PM |
Chg.-0.002 |
Bid8:51:14 PM |
Ask8:51:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-10.00% |
0.018
Bid Size: 70,000 |
0.048
Ask Size: 70,000 |
- |
29,000.00 JPY |
9/13/2024 |
Put |
Master data
| WKN: |
SW9WLK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29,000.00 JPY |
| Maturity: |
9/13/2024 |
| Issue date: |
5/3/2024 |
| Last trading day: |
9/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14,276,910.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
501,426.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
27.21 |
| Parity: |
-209,071.93 |
| Time value: |
0.05 |
| Break-even: |
5,047,735.42 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
3.05 |
| Spread abs.: |
0.03 |
| Spread %: |
150.00% |
| Delta: |
0.00 |
| Theta: |
-0.08 |
| Omega: |
-60.01 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.93% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.020 |
| 1M High / 1M Low: |
0.064 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
