Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
| 2024-09-27 9:39:41 PM |
Chg.+0.110 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+10.68% |
1.170
Bid Size: 3,000 |
1.190
Ask Size: 3,000 |
Yum Brands Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P8X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
0.72 |
| Time value: |
0.34 |
| Break-even: |
126.91 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
8.59 |
| Rho: |
0.19 |
Quote data
| Open: |
0.970 |
| High: |
1.140 |
| Low: |
0.970 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+128.00% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-8.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.500 |
| 1M High / 1M Low: |
1.030 |
0.500 |
| 6M High / 6M Low: |
1.820 |
0.500 |
| High (YTD): |
2024-04-29 |
1.820 |
| Low (YTD): |
2024-09-20 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.14% |
| Volatility 6M: |
|
148.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
