Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
| 13/09/2024 13:14:15 |
Chg.-0.070 |
Bid13:31:19 |
Ask13:31:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-8.86% |
0.710
Bid Size: 4,300 |
0.850
Ask Size: 4,300 |
Yum Brands Inc |
130.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.31 |
| Time value: |
0.49 |
| Break-even: |
125.34 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
9.60 |
| Rho: |
0.18 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.700 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
-39.50% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
-41.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
1.190 |
0.780 |
| 6M High / 6M Low: |
1.820 |
0.590 |
| High (YTD): |
29/04/2024 |
1.820 |
| Low (YTD): |
24/07/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.32% |
| Volatility 6M: |
|
124.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
