Soc. Generale Call 120 YUM 17.01.2025
/ DE000SQ865Z4
Soc. Generale Call 120 YUM 17.01..../ DE000SQ865Z4 /
| 18/10/2024 08:57:46 |
Chg.+0.03 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+2.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
1.27 |
| Time value: |
0.25 |
| Break-even: |
126.01 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
6.71 |
| Rho: |
0.22 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
+16.39% |
| 3 Months |
|
|
+9.23% |
| YTD |
|
|
-23.66% |
| 1 Year |
|
|
-13.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.38 |
| 1M High / 1M Low: |
1.90 |
1.11 |
| 6M High / 6M Low: |
2.55 |
1.11 |
| High (YTD): |
30/04/2024 |
2.55 |
| Low (YTD): |
23/09/2024 |
1.11 |
| 52W High: |
30/04/2024 |
2.55 |
| 52W Low: |
23/09/2024 |
1.11 |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.76% |
| Volatility 6M: |
|
108.14% |
| Volatility 1Y: |
|
91.93% |
| Volatility 3Y: |
|
- |
