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Soc. Generale Call 120 YUM 17.01..../  DE000SQ865Z4  /

Frankfurt Zert./SG
2024-07-11  9:37:32 PM Chg.+0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.430EUR +2.88% 1.430
Bid Size: 4,000		 1.440
Ask Size: 4,000		 Yum Brands Inc 120.00 USD 2025-01-17 Call
 

Master data

WKN: SQ865Z
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.85
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 0.85
Time value: 0.57
Break-even: 124.97
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.43%
Delta: 0.73
Theta: -0.03
Omega: 6.15
Rho: 0.38
 

Quote data

Open: 1.350
High: 1.490
Low: 1.310
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.14%
1 Month
  -31.58%
3 Months
  -39.41%
YTD
  -23.94%
1 Year
  -44.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.240
1M High / 1M Low: 2.140 1.240
6M High / 6M Low: 2.620 1.240
High (YTD): 2024-04-29 2.620
Low (YTD): 2024-07-09 1.240
52W High: 2023-07-31 2.800
52W Low: 2024-07-09 1.240
Avg. price 1W:   1.354
Avg. volume 1W:   0.000
Avg. price 1M:   1.714
Avg. volume 1M:   0.000
Avg. price 6M:   2.069
Avg. volume 6M:   0.000
Avg. price 1Y:   2.033
Avg. volume 1Y:   0.000
Volatility 1M:   75.08%
Volatility 6M:   81.41%
Volatility 1Y:   73.33%
Volatility 3Y:   -