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Soc. Generale Call 110 BIDU 20.12.../  DE000SQ61R98  /

Frankfurt Zert./SG
11/10/2024  21:40:11 Chg.-0.010 Bid21:59:22 Ask21:59:22 Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.630
Bid Size: 7,000		 0.640
Ask Size: 7,000		 Baidu Inc 110.00 USD 20/12/2024 Call
 

Master data

WKN: SQ61R9
Issuer: Société Générale
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 20/12/2024
Issue date: 05/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.36
Parity: -0.57
Time value: 0.63
Break-even: 106.89
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.45
Theta: -0.06
Omega: 6.79
Rho: 0.07
 

Quote data

Open: 0.610
High: 0.680
Low: 0.570
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.86%
1 Month  
+326.67%
3 Months
  -16.88%
YTD
  -74.19%
1 Year
  -82.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.640
1M High / 1M Low: 1.290 0.140
6M High / 6M Low: 1.820 0.120
High (YTD): 04/01/2024 2.500
Low (YTD): 06/09/2024 0.120
52W High: 12/10/2023 3.640
52W Low: 06/09/2024 0.120
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.641
Avg. volume 6M:   0.000
Avg. price 1Y:   1.307
Avg. volume 1Y:   0.000
Volatility 1M:   544.25%
Volatility 6M:   297.39%
Volatility 1Y:   227.55%
Volatility 3Y:   -