Soc. Generale Call 108 BIDU 16.08.../  DE000SY1SZR0  /

EUWAX
2024-07-25  9:54:34 AM Chg.- Bid9:12:51 AM Ask9:12:51 AM Underlying Strike price Expiration date Option type
0.025EUR - 0.023
Bid Size: 10,000
0.038
Ask Size: 10,000
Baidu Inc 108.00 USD 2024-08-16 Call
 

Master data

WKN: SY1SZR
Issuer: Société Générale
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 108.00 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: 178.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.33
Parity: -1.78
Time value: 0.05
Break-even: 100.11
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 27.03
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.09
Theta: -0.04
Omega: 16.36
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.28%
1 Month
  -77.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.025
1M High / 1M Low: 0.390 0.025
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,071.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -