Soc. Generale Put 85 BIDU 16.08.2024
/ DE000SY15502
Soc. Generale Put 85 BIDU 16.08.2.../ DE000SY15502 /
| 7/12/2024 9:04:27 AM |
Chg.-0.022 |
Bid8:11:20 PM |
Ask8:11:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-33.33% |
0.068
Bid Size: 90,000 |
0.078
Ask Size: 90,000 |
Baidu Inc |
85.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
SY1550 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/24/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-142.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
-1.44 |
| Time value: |
0.07 |
| Break-even: |
77.52 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
3.82 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-14.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.066 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
