Soc. Generale Call 120 YUM 17.01.2025
/ DE000SQ865Z4
Soc. Generale Call 120 YUM 17.01..../ DE000SQ865Z4 /
| 11/19/2024 8:55:05 AM |
Chg.+0.06 |
Bid10:37:02 AM |
Ask10:37:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+4.62% |
1.30
Bid Size: 2,400 |
1.43
Ask Size: 2,400 |
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: |
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: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-4.23% |
| 3 Months |
|
|
-23.60% |
| YTD |
|
|
-26.88% |
| 1 Year |
|
|
-24.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.30 |
| 1M High / 1M Low: |
1.66 |
1.22 |
| 6M High / 6M Low: |
2.38 |
1.11 |
| High (YTD): |
4/30/2024 |
2.55 |
| Low (YTD): |
9/23/2024 |
1.11 |
| 52W High: |
4/30/2024 |
2.55 |
| 52W Low: |
9/23/2024 |
1.11 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.78% |
| Volatility 6M: |
|
110.45% |
| Volatility 1Y: |
|
96.63% |
| Volatility 3Y: |
|
- |
