Soc. Generale Call 48000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000SU9BPE2
Soc. Generale Call 48000 Nikkei 2.../ DE000SU9BPE2 /
6/24/2024 3:33:58 PM |
Chg.+0.002 |
Bid3:48:47 PM |
Ask3:48:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+6.67% |
0.032 Bid Size: 70,000 |
0.062 Ask Size: 70,000 |
- |
48,000.00 JPY |
9/13/2024 |
Call |
Master data
WKN: |
SU9BPE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48,000.00 JPY |
Maturity: |
9/13/2024 |
Issue date: |
2/14/2024 |
Last trading day: |
9/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
10,891,468.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
653,488.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
26.67 |
Parity: |
-161,647.58 |
Time value: |
0.06 |
Break-even: |
8,151,357.72 |
Moneyness: |
0.80 |
Premium: |
0.25 |
Premium p.a.: |
1.71 |
Spread abs.: |
0.03 |
Spread %: |
100.00% |
Delta: |
0.00 |
Theta: |
-0.08 |
Omega: |
96.69 |
Rho: |
0.13 |
Quote data
Open: |
0.031 |
High: |
0.032 |
Low: |
0.031 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-53.62% |
3 Months |
|
|
-92.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.030 |
1M High / 1M Low: |
0.071 |
0.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |