Soc. Generale Call 102 BIDU 17.05.2024
/ DE000SW8E0A8
Soc. Generale Call 102 BIDU 17.05.../ DE000SW8E0A8 /
| 2024-05-06 9:50:53 AM |
Chg.+0.08 |
Bid10:23:11 AM |
Ask10:23:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+7.62% |
1.12
Bid Size: 2,700 |
1.19
Ask Size: 2,700 |
Baidu Inc |
102.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
SW8E0A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.36 |
| Parity: |
1.06 |
| Time value: |
0.12 |
| Break-even: |
106.61 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
7.50 |
| Rho: |
0.02 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.25% |
| 1 Month |
|
|
+18.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.61 |
| 1M High / 1M Low: |
1.05 |
0.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
