Soc. Generale Call 92 BIDU 16.08.2024
/ DE000SY1SZJ7
Soc. Generale Call 92 BIDU 16.08..../ DE000SY1SZJ7 /
| 09/08/2024 20:04:37 |
Chg.-0.031 |
Bid20:21:14 |
Ask20:21:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-52.54% |
0.025
Bid Size: 50,000 |
0.035
Ask Size: 50,000 |
Baidu Inc |
92.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY1SZJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
114.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
-0.50 |
| Time value: |
0.07 |
| Break-even: |
84.98 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
36.16 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.22 |
| Theta: |
-0.12 |
| Omega: |
24.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.022 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.42% |
| 1 Month |
|
|
-95.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.021 |
| 1M High / 1M Low: |
1.000 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
741.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
