Soc. Generale Call 50000 Nikkei 2.../  DE000SU9BP63  /

Frankfurt Zert./SG
2024-06-24  9:38:52 PM Chg.+0.004 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.078EUR +5.41% 0.076
Bid Size: 70,000
0.110
Ask Size: 70,000
- 50,000.00 JPY 2024-12-13 Call
 

Master data

WKN: SU9BP6
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 50,000.00 JPY
Maturity: 2024-12-13
Issue date: 2024-02-14
Last trading day: 2024-12-12
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 6,534,881.31
Leverage: Yes

Calculated values

Fair value: 653,488.13
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 26.67
Parity: -195,611.57
Time value: 0.10
Break-even: 8,490,998.00
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 35.14%
Delta: 0.00
Theta: -0.07
Omega: 81.58
Rho: 0.38
 

Quote data

Open: 0.077
High: 0.082
Low: 0.077
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -48.00%
3 Months
  -83.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.070
1M High / 1M Low: 0.160 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -