Soc. Generale Call 82 BIDU 16.08.2024
/ DE000SY1Z394
Soc. Generale Call 82 BIDU 16.08..../ DE000SY1Z394 /
| 09/08/2024 18:59:13 |
Chg.-0.120 |
Bid19:58:55 |
Ask19:58:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-24.49% |
0.390
Bid Size: 50,000 |
0.400
Ask Size: 50,000 |
Baidu Inc |
82.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY1Z39 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
0.42 |
| Time value: |
0.09 |
| Break-even: |
80.23 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
11.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.440 |
| Low: |
0.340 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
-72.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.230 |
| 1M High / 1M Low: |
1.800 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
