Soc. Generale Call 120 YUM 20.12.2024
/ DE000SV46DL7
Soc. Generale Call 120 YUM 20.12..../ DE000SV46DL7 /
| 08/08/2024 08:26:14 |
Chg.-0.09 |
Bid11:24:50 |
Ask11:24:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-4.86% |
1.73
Bid Size: 3,000 |
1.84
Ask Size: 3,000 |
Yum Brands Inc |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
1.50 |
| Time value: |
0.35 |
| Break-even: |
128.31 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
5.58 |
| Rho: |
0.31 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.56% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-7.37% |
| YTD |
|
|
-2.22% |
| 1 Year |
|
|
-26.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.51 |
| 1M High / 1M Low: |
1.85 |
1.07 |
| 6M High / 6M Low: |
2.49 |
1.07 |
| High (YTD): |
30/04/2024 |
2.49 |
| Low (YTD): |
25/07/2024 |
1.07 |
| 52W High: |
14/08/2023 |
2.54 |
| 52W Low: |
25/07/2024 |
1.07 |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
139.76% |
| Volatility 6M: |
|
96.31% |
| Volatility 1Y: |
|
87.35% |
| Volatility 3Y: |
|
- |
