Soc. Generale Call 110 YUM 20.12.2024
/ DE000SU2P8W2
Soc. Generale Call 110 YUM 20.12..../ DE000SU2P8W2 /
| 11/07/2024 08:56:57 |
Chg.+0.19 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+10.56% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
110.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
1.77 |
| Time value: |
0.32 |
| Break-even: |
122.44 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.92 |
| Rho: |
0.36 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.93% |
| 1 Month |
|
|
-28.16% |
| 3 Months |
|
|
-30.66% |
| YTD |
|
|
-19.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.80 |
| 1M High / 1M Low: |
2.77 |
1.80 |
| 6M High / 6M Low: |
3.22 |
1.80 |
| High (YTD): |
30/04/2024 |
3.22 |
| Low (YTD): |
10/07/2024 |
1.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.35% |
| Volatility 6M: |
|
67.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
