Soc. Generale Call 130 YUM 20.12.2024
/ DE000SU2P8X0
Soc. Generale Call 130 YUM 20.12..../ DE000SU2P8X0 /
| 19/11/2024 08:55:49 |
Chg.+0.030 |
Bid18:41:32 |
Ask18:41:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+6.67% |
0.460
Bid Size: 35,000 |
0.480
Ask Size: 35,000 |
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: |
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: |
0.480 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
-28.36% |
| 3 Months |
|
|
-51.52% |
| YTD |
|
|
-60.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.450 |
| 1M High / 1M Low: |
0.750 |
0.450 |
| 6M High / 6M Low: |
1.580 |
0.440 |
| High (YTD): |
30/04/2024 |
1.760 |
| Low (YTD): |
23/09/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.873 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.92% |
| Volatility 6M: |
|
180.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
