Soc. Generale Call 51000 Nikkei 2.../  DE000SU9BP71  /

Frankfurt Zert./SG
2024-06-24  9:49:21 PM Chg.+0.002 Bid9:56:50 PM Ask9:56:50 PM Underlying Strike price Expiration date Option type
0.065EUR +3.17% 0.064
Bid Size: 70,000
0.094
Ask Size: 70,000
- 51,000.00 JPY 2024-12-13 Call
 

Master data

WKN: SU9BP7
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 51,000.00 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: 7,026,754.10
Leverage: Yes

Calculated values

Fair value: 653,488.13
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 26.67
Parity: -212,593.56
Time value: 0.09
Break-even: 8,660,817.87
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 47.62%
Delta: 0.00
Theta: -0.06
Omega: 76.62
Rho: 0.33
 

Quote data

Open: 0.065
High: 0.069
Low: 0.065
Previous Close: 0.063
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -50.00%
3 Months
  -85.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.059
1M High / 1M Low: 0.130 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -