Soc. Generale Call 220 BYD Co. Ltd. 21.06.2024
/ DE000SW2DH72
Soc. Generale Call 220 BYD Co. Lt.../ DE000SW2DH72 /
| 2024-05-17 9:43:03 PM |
Chg.0.000 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.140
Bid Size: 40,000 |
0.160
Ask Size: 40,000 |
- |
220.00 HKD |
2024-06-21 |
Call |
Master data
| WKN: |
SW2DH7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 HKD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
0.03 |
| Time value: |
0.12 |
| Break-even: |
27.45 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
9.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+68.67% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
-48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.200 |
0.059 |
| 6M High / 6M Low: |
0.560 |
0.059 |
| High (YTD): |
2024-01-03 |
0.240 |
| Low (YTD): |
2024-04-23 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
136.290 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.59% |
| Volatility 6M: |
|
265.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
