Soc. Generale Call 120 YUM 20.12.2024
/ DE000SV46DL7
Soc. Generale Call 120 YUM 20.12..../ DE000SV46DL7 /
2024-09-27 9:41:10 PM |
Chg.+0.120 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
+6.74% |
1.940 Bid Size: 3,000 |
1.970 Ask Size: 3,000 |
Yum Brands Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV46DL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.29 |
Historic volatility: |
0.14 |
Parity: |
1.62 |
Time value: |
0.20 |
Break-even: |
125.56 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.11% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
5.90 |
Rho: |
0.21 |
Quote data
Open: |
1.710 |
High: |
1.900 |
Low: |
1.710 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+72.73% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
+18.01% |
YTD |
|
|
+4.40% |
1 Year |
|
|
+13.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.100 |
1M High / 1M Low: |
1.780 |
1.100 |
6M High / 6M Low: |
2.570 |
1.100 |
High (YTD): |
2024-04-29 |
2.570 |
Low (YTD): |
2024-09-20 |
1.100 |
52W High: |
2024-04-29 |
2.570 |
52W Low: |
2024-09-20 |
1.100 |
Avg. price 1W: |
|
1.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.806 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.799 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
152.88% |
Volatility 6M: |
|
110.05% |
Volatility 1Y: |
|
93.97% |
Volatility 3Y: |
|
- |