Soc. Generale Call 110 BIDU 17.05.2024
/ DE000SW8E0D2
Soc. Generale Call 110 BIDU 17.05.../ DE000SW8E0D2 /
| 2024-05-06 9:50:53 AM |
Chg.+0.050 |
Bid10:30:55 AM |
Ask10:30:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+8.93% |
0.600
Bid Size: 5,000 |
0.640
Ask Size: 5,000 |
Baidu Inc |
110.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
SW8E0D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
16.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.36 |
| Parity: |
0.32 |
| Time value: |
0.32 |
| Break-even: |
108.65 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.63 |
| Theta: |
-0.21 |
| Omega: |
10.44 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.34% |
| 1 Month |
|
|
+7.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.290 |
| 1M High / 1M Low: |
0.560 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.383 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
