Soc. Generale Call 200 BYD Co. Ltd. 21.03.2025
/ DE000SW8JNA8
Soc. Generale Call 200 BYD Co. Lt.../ DE000SW8JNA8 /
2024-05-06 4:29:03 PM |
Chg.-0.030 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-4.62% |
0.620 Bid Size: 35,000 |
0.650 Ask Size: 35,000 |
- |
200.00 HKD |
2025-03-21 |
Call |
Master data
WKN: |
SW8JNA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 HKD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-04 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.48 |
Historic volatility: |
0.36 |
Parity: |
0.32 |
Time value: |
0.35 |
Break-even: |
30.49 |
Moneyness: |
1.13 |
Premium: |
0.13 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
2.89 |
Rho: |
0.11 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.600 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.81% |
1 Month |
|
|
+40.91% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.530 |
1M High / 1M Low: |
0.650 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.502 |
Avg. volume 1M: |
|
605.263 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |