Soc. Generale Call 102 BIDU 16.08.../  DE000SY1SZN9  /

Frankfurt Zert./SG
2024-07-05  5:29:00 PM Chg.-0.020 Bid5:40:07 PM Ask5:40:07 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.130
Bid Size: 100,000
0.140
Ask Size: 100,000
Baidu Inc 102.00 USD 2024-08-16 Call
 

Master data

WKN: SY1SZN
Issuer: Société Générale
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 102.00 USD
Maturity: 2024-08-16
Issue date: 2024-06-14
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.00
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.33
Parity: -1.10
Time value: 0.17
Break-even: 96.05
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.45
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.24
Theta: -0.05
Omega: 11.83
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -