Soc. Generale Put 110 BIDU 16.08.2024
/ DE000SY0ZUK3
Soc. Generale Put 110 BIDU 16.08..../ DE000SY0ZUK3 /
| 8/9/2024 8:22:38 AM |
Chg.-0.22 |
Bid6:17:39 PM |
Ask6:17:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-9.40% |
2.28
Bid Size: 40,000 |
2.30
Ask Size: 40,000 |
Baidu Inc |
110.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
SY0ZUK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.33 |
| Parity: |
2.15 |
| Time value: |
0.00 |
| Break-even: |
79.28 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.98 |
| Theta: |
-0.03 |
| Omega: |
-3.60 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.47% |
| 1 Month |
|
|
+6.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.13 |
| 1M High / 1M Low: |
2.37 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
