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Soc. Generale Call 130 YUM 17.01..../  DE000SQ86509  /

Frankfurt Zert./SG
2024-11-19  12:08:20 PM Chg.-0.080 Bid12:21:57 PM Ask12:21:57 PM Underlying Strike price Expiration date Option type
0.540EUR -12.90% 0.540
Bid Size: 5,600		 0.630
Ask Size: 5,600		 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: 19.46
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.38
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.38
Time value: 0.27
Break-even: 129.20
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.69
Theta: -0.04
Omega: 13.36
Rho: 0.13
 

Quote data

Open: 0.590
High: 0.590
Low: 0.530
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -34.15%
3 Months
  -50.91%
YTD
  -58.46%
1 Year
  -56.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.620
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: 1.730 0.590
High (YTD): 2024-04-29 1.900
Low (YTD): 2024-10-31 0.590
52W High: 2024-04-29 1.900
52W Low: 2024-10-31 0.590
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   1.007
Avg. volume 6M:   0.000
Avg. price 1Y:   1.201
Avg. volume 1Y:   0.000
Volatility 1M:   220.41%
Volatility 6M:   153.64%
Volatility 1Y:   128.44%
Volatility 3Y:   -