Soc. Generale Call 110 YUM 20.12.2024
/ DE000SU2P8W2
Soc. Generale Call 110 YUM 20.12..../ DE000SU2P8W2 /
| 10/15/2024 8:48:33 AM |
Chg.+0.09 |
Bid5:45:48 PM |
Ask5:45:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+4.02% |
2.35
Bid Size: 25,000 |
-
Ask Size: - |
Yum Brands Inc |
110.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
2.26 |
| Time value: |
0.13 |
| Break-even: |
124.73 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
4.76 |
| Rho: |
0.16 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
+12.02% |
| 3 Months |
|
|
+8.88% |
| YTD |
|
|
-6.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.14 |
| 1M High / 1M Low: |
2.69 |
1.74 |
| 6M High / 6M Low: |
3.22 |
1.74 |
| High (YTD): |
4/30/2024 |
3.22 |
| Low (YTD): |
9/23/2024 |
1.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.11% |
| Volatility 6M: |
|
82.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
