Soc. Generale Call 130 YUM 21.03.2025
/ DE000SY7A3A3
Soc. Generale Call 130 YUM 21.03..../ DE000SY7A3A3 /
| 09/10/2024 08:57:50 |
Chg.- |
Bid12:56:10 |
Ask12:56:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
1.000
Bid Size: 3,000 |
1.150
Ask Size: 3,000 |
Yum Brands Inc |
130.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SY7A3A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.44 |
| Time value: |
0.64 |
| Break-even: |
129.61 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
7.49 |
| Rho: |
0.31 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.38% |
| 1 Month |
|
|
+2.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.970 |
| 1M High / 1M Low: |
1.320 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
