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

EUWAX
9/12/2024  8:55:46 AM Chg.+0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.850EUR +8.97% -
Bid Size: -		 -
Ask Size: -		 Yum Brands Inc 130.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.81
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.37
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 0.37
Time value: 0.58
Break-even: 127.57
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.65
Theta: -0.03
Omega: 8.28
Rho: 0.24
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.49%
1 Month
  -18.27%
3 Months
  -36.09%
YTD
  -34.11%
1 Year
  -46.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.780
1M High / 1M Low: 1.140 0.780
6M High / 6M Low: 1.830 0.640
High (YTD): 4/30/2024 1.830
Low (YTD): 7/25/2024 0.640
52W High: 4/30/2024 1.830
52W Low: 7/25/2024 0.640
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.959
Avg. volume 1M:   0.000
Avg. price 6M:   1.212
Avg. volume 6M:   0.000
Avg. price 1Y:   1.237
Avg. volume 1Y:   0.000
Volatility 1M:   107.13%
Volatility 6M:   120.86%
Volatility 1Y:   107.99%
Volatility 3Y:   -