Soc. Generale Call 82 BIDU 15.11.2024
/ DE000SY79Y08
Soc. Generale Call 82 BIDU 15.11..../ DE000SY79Y08 /
| 04/10/2024 13:31:44 |
Chg.-0.07 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
-2.37% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
82.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
SY79Y0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
04/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.35 |
| Parity: |
2.59 |
| Time value: |
0.10 |
| Break-even: |
101.62 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.49 |
| Rho: |
0.08 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.19% |
| 1 Month |
|
|
+388.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.29 |
| 1M High / 1M Low: |
2.98 |
0.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
