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

Frankfurt Zert./SG
8/16/2024  11:49:47 AM Chg.-0.100 Bid11:50:34 AM Ask11:50:34 AM Underlying Strike price Expiration date Option type
1.840EUR -5.15% 1.850
Bid Size: 3,000		 2.040
Ask Size: 3,000		 Yum Brands Inc 120.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.62
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 1.62
Time value: 0.35
Break-even: 129.06
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.55%
Delta: 0.84
Theta: -0.02
Omega: 5.38
Rho: 0.36
 

Quote data

Open: 1.820
High: 1.840
Low: 1.800
Previous Close: 1.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.15%
1 Month  
+33.33%
3 Months
  -23.33%
YTD
  -2.13%
1 Year
  -21.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.000 1.780
1M High / 1M Low: 2.060 1.200
6M High / 6M Low: 2.620 1.200
High (YTD): 4/29/2024 2.620
Low (YTD): 7/24/2024 1.200
52W High: 4/29/2024 2.620
52W Low: 7/24/2024 1.200
Avg. price 1W:   1.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.627
Avg. volume 1M:   0.000
Avg. price 6M:   2.029
Avg. volume 6M:   0.000
Avg. price 1Y:   1.930
Avg. volume 1Y:   0.000
Volatility 1M:   116.20%
Volatility 6M:   89.95%
Volatility 1Y:   81.14%
Volatility 3Y:   -