Soc. Generale Call 110 YUM 20.09.2024
/ DE000SW3M6D4
Soc. Generale Call 110 YUM 20.09..../ DE000SW3M6D4 /
| 12/07/2024 08:16:54 |
Chg.+0.06 |
Bid08:36:50 |
Ask08:36:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+3.35% |
1.84
Bid Size: 2,000 |
-
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: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.14 |
| Parity: |
1.77 |
| Time value: |
0.14 |
| Break-even: |
120.64 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
5.68 |
| Rho: |
0.17 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.54% |
| 1 Month |
|
|
-26.59% |
| 3 Months |
|
|
-31.23% |
| YTD |
|
|
-20.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.60 |
| 1M High / 1M Low: |
2.61 |
1.60 |
| 6M High / 6M Low: |
3.06 |
1.60 |
| High (YTD): |
30/04/2024 |
3.06 |
| Low (YTD): |
10/07/2024 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.24% |
| Volatility 6M: |
|
77.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
