Soc. Generale Call 110 YUM 20.09.2024
/ DE000SW3M6D4
Soc. Generale Call 110 YUM 20.09..../ DE000SW3M6D4 /
14/08/2024 10:11:43 |
Chg.-0.270 |
Bid21:59:31 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.300EUR |
-10.51% |
2.460 Bid Size: 3,000 |
- Ask Size: - |
Yum Brands Inc |
110.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SW3M6D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
19/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.51 |
Implied volatility: |
- |
Historic volatility: |
0.15 |
Parity: |
2.51 |
Time value: |
-0.01 |
Break-even: |
125.04 |
Moneyness: |
1.25 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.300 |
High: |
2.300 |
Low: |
2.300 |
Previous Close: |
2.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.37% |
1 Month |
|
|
+25.68% |
3 Months |
|
|
-16.06% |
YTD |
|
|
-2.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.570 |
2.300 |
1M High / 1M Low: |
2.620 |
1.620 |
6M High / 6M Low: |
3.230 |
1.620 |
High (YTD): |
29/04/2024 |
3.230 |
Low (YTD): |
24/07/2024 |
1.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.62% |
Volatility 6M: |
|
86.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |