Soc. Generale Call 110 YUM 20.12.2024
/ DE000SU2P8W2
Soc. Generale Call 110 YUM 20.12..../ DE000SU2P8W2 /
| 2024-09-27 8:44:08 AM |
Chg.+0.44 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+20.95% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
2.51 |
| Time value: |
0.12 |
| Break-even: |
124.72 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.46 |
| Rho: |
0.21 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.04% |
| 1 Month |
|
|
+15.98% |
| 3 Months |
|
|
+10.92% |
| YTD |
|
|
+2.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.74 |
| 1M High / 1M Low: |
2.31 |
1.74 |
| 6M High / 6M Low: |
3.22 |
1.74 |
| High (YTD): |
2024-04-30 |
3.22 |
| Low (YTD): |
2024-09-23 |
1.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.15% |
| Volatility 6M: |
|
77.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
