Soc. Generale Put 29000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SW9WLK2
Soc. Generale Put 29000 Nikkei 22.../ DE000SW9WLK2 /
8/1/2024 8:54:50 AM |
Chg.+0.008 |
Bid10:19:38 AM |
Ask10:19:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
+53.33% |
0.032 Bid Size: 80,000 |
0.062 Ask Size: 80,000 |
- |
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: |
-12,556,209.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
469,997.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
26.78 |
Parity: |
-155,806.79 |
Time value: |
0.05 |
Break-even: |
4,720,036.22 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
5.56 |
Spread abs.: |
0.03 |
Spread %: |
150.00% |
Delta: |
0.00 |
Theta: |
-0.12 |
Omega: |
-71.44 |
Rho: |
-0.04 |
Quote data
Open: |
0.023 |
High: |
0.023 |
Low: |
0.023 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.81% |
1 Month |
|
|
-17.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.015 |
1M High / 1M Low: |
0.038 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
343.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |