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

EUWAX
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:   -