Soc. Generale Call 92 BIDU 16.08..../  DE000SY1SZJ7  /

Frankfurt Zert./SG
2024-07-26  6:59:11 PM Chg.+0.030 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.210EUR +16.67% 0.210
Bid Size: 80,000
0.220
Ask Size: 80,000
Baidu Inc 92.00 USD 2024-08-16 Call
 

Master data

WKN: SY1SZJ
Issuer: Société Générale
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 92.00 USD
Maturity: 2024-08-16
Issue date: 2024-06-14
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.58
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -0.39
Time value: 0.19
Break-even: 86.68
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 2.32
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.35
Theta: -0.08
Omega: 15.03
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.210
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.180
1M High / 1M Low: 1.000 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   551.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -