Soc. Generale Put 95 BIDU 16.08.2024
/ DE000SY15510
Soc. Generale Put 95 BIDU 16.08.2.../ DE000SY15510 /
12/07/2024 09:04:27 |
Chg.-0.070 |
Bid19:06:36 |
Ask19:06:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-24.14% |
0.280 Bid Size: 90,000 |
0.290 Ask Size: 90,000 |
Baidu Inc |
95.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
SY1551 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
24/06/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
-0.52 |
Time value: |
0.26 |
Break-even: |
84.76 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.30 |
Theta: |
-0.06 |
Omega: |
-10.74 |
Rho: |
-0.03 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-69.01% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.290 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
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: |
|
- |