Soc. Generale Call 120 YUM 20.12.2024
/ DE000SV46DL7
Soc. Generale Call 120 YUM 20.12..../ DE000SV46DL7 /
| 7/11/2024 8:28:30 AM |
Chg.+0.17 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+15.45% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/9/2023 |
| Last trading day: |
12/19/2024 |
| 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): |
4/30/2024 |
2.49 |
| Low (YTD): |
7/10/2024 |
1.10 |
| 52W High: |
7/24/2023 |
2.77 |
| 52W Low: |
7/10/2024 |
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: |
|
- |
