Soc. Generale Call 120 YUM 20.12.2024
/ DE000SV46DL7
Soc. Generale Call 120 YUM 20.12..../ DE000SV46DL7 /
11/07/2024 08:28:30 |
Chg.+0.17 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
+15.45% |
- Bid Size: - |
- Ask Size: - |
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: |
8.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.24 |
Historic volatility: |
0.14 |
Parity: |
0.85 |
Time value: |
0.50 |
Break-even: |
124.27 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.50% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
6.53 |
Rho: |
0.33 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.79% |
1 Month |
|
|
-37.13% |
3 Months |
|
|
-40.65% |
YTD |
|
|
-29.44% |
1 Year |
|
|
-50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.32 |
1.10 |
1M High / 1M Low: |
2.03 |
1.10 |
6M High / 6M Low: |
2.49 |
1.10 |
High (YTD): |
30/04/2024 |
2.49 |
Low (YTD): |
10/07/2024 |
1.10 |
52W High: |
24/07/2023 |
2.77 |
52W Low: |
10/07/2024 |
1.10 |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.94 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
69.50% |
Volatility 6M: |
|
87.36% |
Volatility 1Y: |
|
78.76% |
Volatility 3Y: |
|
- |