Soc. Generale Call 112 BIDU 16.08.../  DE000SY1SZS8  /

Frankfurt Zert./SG
2024-07-05  5:42:46 PM Chg.-0.014 Bid6:31:07 PM Ask6:31:07 PM Underlying Strike price Expiration date Option type
0.070EUR -16.67% 0.070
Bid Size: 100,000
0.080
Ask Size: 100,000
Baidu Inc 112.00 USD 2024-08-16 Call
 

Master data

WKN: SY1SZS
Issuer: Société Générale
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 112.00 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: 90.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.33
Parity: -2.03
Time value: 0.09
Break-even: 104.52
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 6.18
Spread abs.: 0.01
Spread %: 12.20%
Delta: 0.13
Theta: -0.04
Omega: 12.04
Rho: 0.01
 

Quote data

Open: 0.074
High: 0.077
Low: 0.067
Previous Close: 0.084
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.063
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
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:   -