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

Frankfurt Zert./SG
17/09/2024  19:06:50 Chg.-0.180 Bid19:30:05 Ask19:30:05 Underlying Strike price Expiration date Option type
0.250EUR -41.86% 0.280
Bid Size: 25,000		 0.300
Ask Size: 25,000		 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: 26.87
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.39
Historic volatility: 0.14
Parity: 0.41
Time value: 0.04
Break-even: 121.31
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.84
Theta: -0.18
Omega: 22.56
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.440
Low: 0.250
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -65.75%
3 Months
  -76.19%
YTD
  -75.96%
1 Year
  -80.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.370
1M High / 1M Low: 0.780 0.360
6M High / 6M Low: 1.580 0.300
High (YTD): 29/04/2024 1.580
Low (YTD): 24/07/2024 0.300
52W High: 29/04/2024 1.580
52W Low: 24/07/2024 0.300
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   0.950
Avg. volume 1Y:   0.000
Volatility 1M:   203.33%
Volatility 6M:   187.31%
Volatility 1Y:   152.46%
Volatility 3Y:   -