Soc. Generale Put 33000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SW9WL68
Soc. Generale Put 33000 Nikkei 22.../ DE000SW9WL68 /
09/10/2024 21:44:44 |
Chg.-0.020 |
Bid08:04:22 |
Ask08:04:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-6.90% |
0.290 Bid Size: 70,000 |
0.320 Ask Size: 70,000 |
- |
33,000.00 JPY |
13/12/2024 |
Put |
Master data
WKN: |
SW9WL6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
33,000.00 JPY |
Maturity: |
13/12/2024 |
Issue date: |
03/05/2024 |
Last trading day: |
12/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,917,262.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
533,092.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
41.47 |
Parity: |
-96,479.16 |
Time value: |
0.33 |
Break-even: |
5,362,170.95 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
1.22 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.00 |
Theta: |
-0.42 |
Omega: |
-96.95 |
Rho: |
-0.58 |
Quote data
Open: |
0.300 |
High: |
0.310 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.03% |
1 Month |
|
|
-64.00% |
3 Months |
|
|
+58.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.270 |
1M High / 1M Low: |
0.750 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
348.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |