Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
| 11/19/2024 3:34:45 PM |
Chg.-0.060 |
Bid3:41:11 PM |
Ask3:41:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-11.76% |
0.400
Bid Size: 40,000 |
0.410
Ask Size: 40,000 |
Yum Brands Inc |
130.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
0.16 |
| Break-even: |
128.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
16.95 |
| Rho: |
0.07 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.23% |
| 1 Month |
|
|
-38.36% |
| 3 Months |
|
|
-56.31% |
| YTD |
|
|
-63.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.510 |
| 1M High / 1M Low: |
0.810 |
0.480 |
| 6M High / 6M Low: |
1.640 |
0.480 |
| High (YTD): |
4/29/2024 |
1.820 |
| Low (YTD): |
10/31/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.15% |
| Volatility 6M: |
|
171.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
