Warrants
| Volatilité | ||||
Echéance (en mois) |
Volatilité historique | |||
1 - 3 |
3 - 6 |
6 - 12 |
3 mois |
|
| CAC 40 | 23,92% | 24,00% | 23,84% | 18,75% |
| NASDAQ 100 | 33,61% | 31,93% | 27,40% | 17,26% |
| DOW JONES | 32,57% | 30,98% | 25,19% | 13,63% |
| S&P 500 INDEX | 33,21% | 32,69% | 26,65% | 14,96% |
| EUR/USD | 13,27% | 14,07% | 13,42% | 7,67% |
| NIKKEI 225 | 33,80% | 30,78% | 27,54% | 19,55% |
| Warrants les plus performants | ||||
| Mnémo | Libellé (émetteur, type, sous-jacent, strike, 1/parité & échéance) | Dernier | Var% | Volume |
| 3704C | CITIGROUP/CALL/VIVENDI/20/0.25/18.03.10 | 0,020 | +100,00% | 1 |
| 3835C | CITIGROUP/CALL/VEOLIA ENVIRON./24/0.2/18.03.10 | 0,100 | +66,67% | 15.000 |
| 3922T | HVB/CALL/EUR/JPY/140/10/04.06.10 | 0,050 | +66,67% | 500 |
| 1919C | CITIGROUP/PUT/L`OREAL/75/0.1/18.03.10 | 0,030 | +50,00% | 0 |
| 1928C | CITIGROUP/CALL/PEUGEOT/32/0.1/16.09.10 | 0,030 | +50,00% | 0 |
| 1273C | CITIGROUP/CALL/RENAULT/40/0.05/17.06.10 | 0,030 | +50,00% | 300.485 |
| 3231Z | COMMERZBANK/CALL/VEOLIA ENVIRON./28/0.25/16.06.10 | 0,030 | +50,00% | 10.000 |
| 8845S | SG/CALL/SOCIETE GENERALE/80/0.1/18.03.11 | 0,030 | +50,00% | 0 |
| 3652B | BNP/CALL/CAC 40/5500/0.002/17.12.10 | 0,030 | +50,00% | 0 |
| 1893C | CITIGROUP/CALL/FRANCE TELECOM/22/0.25/16.12.10 | 0,030 | +50,00% | 0 |
| Warrants les plus échangés | ||||
| Mnémo | Libellé (émetteur, type, sous-jacent, strike, 1/parité & échéance) | Dernier | Var% | Volume |
| 0909S | SG/CALL/CAC 40/3800/0.005/16.04.10 | 0,910 | -1,09% | 3.003.150 |
| 0018S | SG/CALL/CAC 40/4000/0.005/18.06.10 | 0,450 | +2,27% | 1.433.000 |
| G368B | BNP/CALL/CAC 40/4200/0.005/18.06.10 | 0,170 | +6,25% | 1.233.100 |
| 0910S | SG/CALL/CAC 40/3900/0.005/16.04.10 | 0,580 | -1,69% | 1.218.500 |
| 0377S | SG/CALL/VALLOUREC/175/0.05/18.06.10 | 0,100 | +11,11% | 695.555 |
| 0917S | SG/PUT/CAC 40/3900/0.005/16.04.10 | 0,430 | -4,44% | 625.600 |
| G367B | BNP/CALL/CAC 40/4000/0.005/18.06.10 | 0,430 | -2,27% | 557.486 |
| H256B | BNP/CALL/CAC 40/3900/0.005/16.04.10 | 0,560 | -1,75% | 515.700 |
| 0916S | SG/PUT/CAC 40/3800/0.005/16.04.10 | 0,270 | -3,57% | 465.328 |
| 3789Z | COMMERZBANK/CALL/VEOLIA ENVIRON./24/0.25/16.06.10 | 0,190 | +11,76% | 434.959 |
| Dernière émission de warrant | ||||||
| Mnémo | Call/Put | Sous-jacent | Emission | Echéance | Prix d'ex.* | Emetteur |
| 1192S | C | CAC 40 | 12/03/2010 | 17/09/2010 | 3.700,000 | Société Générale |
| 4680Z | P | AXA | 12/03/2010 | 16/06/2010 | 14,000 | Commerzbank |
| 4679Z | C | AXA | 12/03/2010 | 16/06/2010 | 18,000 | Commerzbank |
| 4889Z | C | VALLOUREC | 12/03/2010 | 16/06/2010 | 147,000 | Commerzbank |
| 4890Z | C | VALLOUREC | 12/03/2010 | 16/06/2010 | 165,000 | Commerzbank |
| 4779Z | C | MAUREL ET PROM | 12/03/2010 | 16/06/2010 | 12,000 | Commerzbank |
| 4780Z | P | MAUREL ET PROM | 12/03/2010 | 16/06/2010 | 11,000 | Commerzbank |
| 4778Z | P | LVMH | 12/03/2010 | 15/09/2010 | 75,000 | Commerzbank |
| 4681Z | C | AXA | 12/03/2010 | 15/09/2010 | 16,000 | Commerzbank |
| 4777Z | C | LVMH | 12/03/2010 | 15/09/2010 | 90,000 | Commerzbank |
| CAC 40 | ![]() |
3.927,40 | -0,04% |
| Euro Stoxx 50 | ![]() |
2.898,36 | +0,09% |
| DOW JONES | ![]() |
10.624,69 | +0,12% |
| NASDAQ Comp | ![]() |
2.367,66 | -0,03% |
| Nikkei 225 | ![]() |
10.751,26 | +0,81% |