Market Closed - Euronext Paris 15:10:18 03/06/2024 BST | ||
0.0115 EUR | -11.54% |
Current month | -11.54% | ||
1 month | -94.65% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | BAIDU, INC. |
Issuer | Société Générale |
11H7S | |
ISIN | DE000SW2HB90 |
Date issued | 21/08/2023 |
Strike | 135 $ |
Maturity | 21/06/2024 (10 Days) |
Parity | 10 : 1 |
Emission price | 2.07 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 3.345 € |
---|---|
Lowest since issue | 0.0105 € |
Delta | 0.02x |
Omega | 17.23 |
Premium | 41.4x |
Gearing | 763.49x |
Moneyness | 0.7079 |
Difference Strike | 41.06 $ |
Difference Strike % | +30.41% |
Spread | 0.017 € |
Spread % | 85.00% |
Theoretical value | 0.0115 |
Implied Volatility | 74.01 % |
Total Loss Probability | 98.49 % |
Intrinsic value | 0.000000 |
Present value | 0.0115 |
Break even | 135.13 € |
Theta | -0.02x |
Vega | 0x |
Rho | 0x |
Company Profile
Consensus: Baidu, Inc.
- Stock Market
- Warrants
- 11H7S Warrant