Soc. Generale Call 84 BIDU 15.11.2024
/ DE000SY79Y16
Soc. Generale Call 84 BIDU 15.11..../ DE000SY79Y16 /
| 04/10/2024 13:31:44 |
Chg.-0.07 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
84.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
SY79Y1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.35 |
| Parity: |
2.41 |
| Time value: |
0.11 |
| Break-even: |
101.74 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
3.68 |
| Rho: |
0.08 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.72% |
| 1 Month |
|
|
+442.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.12 |
| 1M High / 1M Low: |
2.81 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
