Soc. Generale Call 82 BIDU 16.08.2024
/ DE000SY1Z394
Soc. Generale Call 82 BIDU 16.08..../ DE000SY1Z394 /
| 02/08/2024 21:47:36 |
Chg.-0.120 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-23.08% |
0.410
Bid Size: 7,400 |
0.420
Ask Size: 7,400 |
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: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.23 |
| Time value: |
0.18 |
| Break-even: |
79.25 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
12.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.330 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.21% |
| 1 Month |
|
|
-56.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.400 |
| 1M High / 1M Low: |
1.800 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
