Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
10/15/2024 8:48:33 AM |
Chg.+0.050 |
Bid5:20:54 PM |
Ask5:20:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+7.04% |
0.770 Bid Size: 35,000 |
0.780 Ask Size: 35,000 |
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: |
15.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.26 |
Historic volatility: |
0.14 |
Parity: |
0.43 |
Time value: |
0.39 |
Break-even: |
127.37 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.66 |
Theta: |
-0.04 |
Omega: |
10.00 |
Rho: |
0.13 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
+8.57% |
3 Months |
|
|
-5.00% |
YTD |
|
|
-38.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.650 |
1M High / 1M Low: |
1.100 |
0.440 |
6M High / 6M Low: |
1.760 |
0.440 |
High (YTD): |
4/30/2024 |
1.760 |
Low (YTD): |
9/23/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.021 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
286.16% |
Volatility 6M: |
|
164.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |