Soc. Generale Call 130 YUM 17.01.2025
/ DE000SQ86509
Soc. Generale Call 130 YUM 17.01..../ DE000SQ86509 /
2024-08-08 9:54:21 AM |
Chg.-0.100 |
Bid10:24:07 AM |
Ask10:24:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
-8.06% |
1.160 Bid Size: 3,000 |
1.250 Ask Size: 3,000 |
Yum Brands Inc |
130.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ8650 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
0.59 |
Time value: |
0.65 |
Break-even: |
131.37 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
0.68 |
Theta: |
-0.03 |
Omega: |
6.86 |
Rho: |
0.32 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
1.130 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
+48.05% |
3 Months |
|
|
-21.38% |
YTD |
|
|
-12.31% |
1 Year |
|
|
-40.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.370 |
1.080 |
1M High / 1M Low: |
1.370 |
0.660 |
6M High / 6M Low: |
1.900 |
0.660 |
High (YTD): |
2024-04-29 |
1.900 |
Low (YTD): |
2024-07-24 |
0.660 |
52W High: |
2023-08-14 |
1.980 |
52W Low: |
2024-07-24 |
0.660 |
Avg. price 1W: |
|
1.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.890 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.365 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.338 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.04% |
Volatility 6M: |
|
114.93% |
Volatility 1Y: |
|
101.00% |
Volatility 3Y: |
|
- |