Soc. Generale Call 120 YUM 20.06.2025
/ DE000SY7A3E5
Soc. Generale Call 120 YUM 20.06..../ DE000SY7A3E5 /
| 13/11/2024 14:40:46 |
Chg.-0.040 |
Bid15:30:48 |
Ask15:30:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-2.20% |
1.790
Bid Size: 2,000 |
1.810
Ask Size: 2,000 |
Yum Brands Inc |
120.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SY7A3E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
19/08/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
0.45 |
| Break-even: |
131.33 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.60 |
| Rho: |
0.51 |
Quote data
| Open: |
1.750 |
| High: |
1.780 |
| Low: |
1.740 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
-3.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.760 |
| 1M High / 1M Low: |
2.010 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
