Nikkei 225 Covered Call Index
19,200.02
+235.79 (+1.24%) 
Jun/20/2018(Close)
Nikkei 225 Covered Call Index
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Related Information
Overview
The Nikkei 225 Covered Call Index is designed to indicate the performance of "Covered Call strategy" on the Nikkei Stock Average (Nikkei 225). The index is one of the indexes which consists of the "Nikkei Stock Average Strategy Index Series" and is an index that would satisfy investors' needs to make their performances better in case that the stock market fluctuates in narrowed range.
Underlying index
The Nikkei 225 Covered Call Index is calculated on the Nikkei Stock Average (Nikkei 225). The Nikkei 225 is comprised of 225 stocks selected from domestic common stocks in the 1st section of the Tokyo Stock Exchange, which is used around the globe as the premier index of Japanese stocks.
Calculation method
Index value on a day is calculated by multiplying the index value on the previous day by the daily return of the value which subtract the target option price from the Nikkei Stock Average. The target option will be "rolled" every month to the newly near-term call option with the strike price of 5% higher than the Nikkei 225 on the day before SQ date.
Base date etc
The commencement date of the calculation was June 6, 2011. The index value on December 28, 2001 was 10,000 points, (base date). The index is currently calculated and published on the end-of-day basis.
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