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Soc. Generale Call 130 YUM 20.09..../  DE000SW1YME6  /

EUWAX
15/08/2024  09:50:17 Chg.-0.080 Bid15:39:46 Ask15:39:46 Underlying Strike price Expiration date Option type
0.670EUR -10.67% 0.810
Bid Size: 35,000		 0.840
Ask Size: 35,000		 Yum Brands Inc 130.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YME
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.39
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.66
Implied volatility: 0.23
Historic volatility: 0.14
Parity: 0.66
Time value: 0.15
Break-even: 126.16
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.80
Theta: -0.05
Omega: 12.25
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month  
+31.37%
3 Months
  -36.19%
YTD
  -34.95%
1 Year
  -57.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.590
1M High / 1M Low: 0.790 0.280
6M High / 6M Low: 1.550 0.280
High (YTD): 30/04/2024 1.550
Low (YTD): 25/07/2024 0.280
52W High: 15/08/2023 1.580
52W Low: 25/07/2024 0.280
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   0.000
Avg. price 1Y:   0.991
Avg. volume 1Y:   0.000
Volatility 1M:   296.68%
Volatility 6M:   180.68%
Volatility 1Y:   148.29%
Volatility 3Y:   -