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

Frankfurt Zert./SG
19/11/2024  10:55:51 Chg.-0.090 Bid10:58:50 Ask10:58:50 Underlying Strike price Expiration date Option type
1.300EUR -6.47% 1.300
Bid Size: 2,400		 1.430
Ask Size: 2,400		 Yum Brands Inc 120.00 USD 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.32
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 1.32
Time value: 0.12
Break-even: 127.67
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.13%
Delta: 0.90
Theta: -0.03
Omega: 7.87
Rho: 0.16
 

Quote data

Open: 1.360
High: 1.360
Low: 1.300
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.75%
1 Month
  -15.03%
3 Months
  -28.18%
YTD
  -30.85%
1 Year
  -26.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.390
1M High / 1M Low: 1.690 1.220
6M High / 6M Low: 2.440 1.160
High (YTD): 29/04/2024 2.620
Low (YTD): 20/09/2024 1.160
52W High: 29/04/2024 2.620
52W Low: 20/09/2024 1.160
Avg. price 1W:   1.506
Avg. volume 1W:   0.000
Avg. price 1M:   1.484
Avg. volume 1M:   0.000
Avg. price 6M:   1.685
Avg. volume 6M:   0.000
Avg. price 1Y:   1.856
Avg. volume 1Y:   0.000
Volatility 1M:   133.80%
Volatility 6M:   106.74%
Volatility 1Y:   93.37%
Volatility 3Y:   -