Soc. Generale Call 88 BIDU 19.07.2024
/ DE000SY1FCW6
Soc. Generale Call 88 BIDU 19.07..../ DE000SY1FCW6 /
| 7/10/2024 3:46:37 PM |
Chg.+0.380 |
Bid4:00:35 PM |
Ask4:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+51.35% |
1.030
Bid Size: 40,000 |
1.040
Ask Size: 40,000 |
Baidu Inc |
88.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY1FCW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
6/7/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
0.68 |
| Time value: |
0.08 |
| Break-even: |
88.97 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.84 |
| Theta: |
-0.11 |
| Omega: |
9.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
1.170 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+250.00% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.220 |
| 1M High / 1M Low: |
0.880 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
879.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
