Soc. Generale Call 50000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000SU9BP63
Soc. Generale Call 50000 Nikkei 2.../ DE000SU9BP63 /
2024-09-26 8:29:51 AM |
Chg.+0.021 |
Bid6:05:37 PM |
Ask6:05:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
+41.18% |
0.087 Bid Size: 70,000 |
0.120 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: |
6,818,811.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
613,693.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
33.25 |
Parity: |
-193,757.44 |
Time value: |
0.09 |
Break-even: |
8,074,505.97 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
2.61 |
Spread abs.: |
0.03 |
Spread %: |
50.00% |
Delta: |
0.00 |
Theta: |
-0.13 |
Omega: |
75.73 |
Rho: |
0.14 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.051 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.85% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-28.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.051 |
1M High / 1M Low: |
0.083 |
0.034 |
6M High / 6M Low: |
0.510 |
0.025 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.150 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.06% |
Volatility 6M: |
|
399.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |