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Soc. Generale Call 120 YUM 20.12..../  DE000SV46DL7  /

EUWAX
2024-06-26  11:40:12 AM Chg.-0.15 Bid8:35:22 PM Ask8:35:22 PM Underlying Strike price Expiration date Option type
1.55EUR -8.82% 1.56
Bid Size: 35,000		 1.58
Ask Size: 35,000		 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: 7.49
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.15
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 1.15
Time value: 0.50
Break-even: 128.55
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.77
Theta: -0.03
Omega: 5.80
Rho: 0.38
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.36%
1 Month
  -20.51%
3 Months
  -18.42%
YTD
  -13.89%
1 Year
  -41.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.70
1M High / 1M Low: 2.31 1.70
6M High / 6M Low: 2.49 1.29
High (YTD): 2024-04-30 2.49
Low (YTD): 2024-02-07 1.29
52W High: 2023-06-30 2.89
52W Low: 2023-10-12 1.28
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.97
Avg. volume 6M:   0.00
Avg. price 1Y:   1.99
Avg. volume 1Y:   0.00
Volatility 1M:   85.04%
Volatility 6M:   83.81%
Volatility 1Y:   77.50%
Volatility 3Y:   -