Soc. Generale Call 200 BYD Co. Ltd. 20.12.2024
/ DE000SW8JM57
Soc. Generale Call 200 BYD Co. Lt.../ DE000SW8JM57 /
| 2024-05-06 5:58:31 PM |
Chg.-0.020 |
Bid6:22:25 PM |
Ask6:22:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
0.560
Bid Size: 35,000 |
0.590
Ask Size: 35,000 |
- |
200.00 HKD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8JM5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 HKD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.32 |
| Time value: |
0.28 |
| Break-even: |
29.79 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.23 |
| Rho: |
0.08 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.15% |
| 1 Month |
|
|
+51.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.580 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
