Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
| 2024-09-27 3:28:50 PM |
Chg.+0.36 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+56.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.99 |
| High: |
1.00 |
| Low: |
0.99 |
| Previous Close: |
0.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.08% |
| 1 Month |
|
|
+23.46% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
-18.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.440 |
| 1M High / 1M Low: |
0.910 |
0.440 |
| 6M High / 6M Low: |
1.760 |
0.440 |
| High (YTD): |
2024-04-30 |
1.760 |
| Low (YTD): |
2024-09-23 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.74% |
| Volatility 6M: |
|
144.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
