Soc. Generale Put 30000 Nikkei 225 Stock Average Index 14.03.2025
/ DE000SJ29579
Soc. Generale Put 30000 Nikkei 22.../ DE000SJ29579 /
1/23/2025 9:28:44 AM |
Chg.-0.003 |
Bid10:08:15 AM |
Ask10:08:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-5.66% |
0.051 Bid Size: 80,000 |
0.081 Ask Size: 80,000 |
- |
30,000.00 JPY |
3/14/2025 |
Put |
Master data
WKN: |
SJ2957 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30,000.00 JPY |
Maturity: |
3/14/2025 |
Issue date: |
11/25/2024 |
Last trading day: |
3/13/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-8,064,042.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
486,308.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
41.09 |
Parity: |
-156,963.68 |
Time value: |
0.08 |
Break-even: |
4,881,596.07 |
Moneyness: |
0.76 |
Premium: |
0.24 |
Premium p.a.: |
3.90 |
Spread abs.: |
0.03 |
Spread %: |
60.00% |
Delta: |
0.00 |
Theta: |
-0.16 |
Omega: |
-70.29 |
Rho: |
-0.08 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.053 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.98% |
1 Month |
|
|
-61.54% |
3 Months |
|
|
- |
YTD |
|
|
-45.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.053 |
1M High / 1M Low: |
0.130 |
0.053 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/13/2025 |
0.130 |
Low (YTD): |
1/22/2025 |
0.053 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
324.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |