Soc. Generale Call 220 BYD Co. Ltd. 21.06.2024
/ DE000SW2DH72
Soc. Generale Call 220 BYD Co. Lt.../ DE000SW2DH72 /
| 6/5/2024 8:44:04 AM |
Chg.+0.040 |
Bid7:53:00 PM |
Ask7:53:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+30.77% |
0.170
Bid Size: 30,000 |
0.200
Ask Size: 30,000 |
- |
220.00 HKD |
6/21/2024 |
Call |
Master data
| WKN: |
SW2DH7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 HKD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
0.11 |
| Time value: |
0.05 |
| Break-even: |
27.48 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
11.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
+95.40% |
| YTD |
|
|
-39.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.190 |
0.045 |
| 6M High / 6M Low: |
0.300 |
0.045 |
| High (YTD): |
1/3/2024 |
0.250 |
| Low (YTD): |
5/24/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
272.727 |
| Avg. price 6M: |
|
0.143 |
| Avg. volume 6M: |
|
696 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
596.42% |
| Volatility 6M: |
|
335.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
