Soc. Generale Call 110 YUM 20.12.2024
/ DE000SU2P8W2
Soc. Generale Call 110 YUM 20.12..../ DE000SU2P8W2 /
| 2024-06-26 1:04:12 PM |
Chg.-0.15 |
Bid8:43:40 PM |
Ask8:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-6.12% |
2.34
Bid Size: 30,000 |
2.37
Ask Size: 30,000 |
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: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
2.09 |
| Time value: |
0.34 |
| Break-even: |
127.02 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.25% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.44 |
| Rho: |
0.41 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
-14.50% |
| 3 Months |
|
|
-11.88% |
| YTD |
|
|
-7.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.45 |
| 1M High / 1M Low: |
3.06 |
2.45 |
| 6M High / 6M Low: |
3.22 |
2.06 |
| High (YTD): |
2024-04-30 |
3.22 |
| Low (YTD): |
2024-02-06 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.44% |
| Volatility 6M: |
|
65.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
