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Soc. Generale Call 140 YUM 17.01..../  DE000SQ86517  /

EUWAX
11/19/2024  8:55:01 AM Chg.+0.010 Bid4:38:00 PM Ask4:38:00 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.130
Bid Size: 70,000		 0.140
Ask Size: 70,000		 Yum Brands Inc 140.00 USD 1/17/2025 Call
 

Master data

WKN: SQ8651
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.41
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.57
Time value: 0.17
Break-even: 133.84
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.31
Theta: -0.03
Omega: 22.76
Rho: 0.06
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -50.00%
3 Months
  -74.55%
YTD
  -83.13%
1 Year
  -82.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: 1.050 0.130
High (YTD): 4/30/2024 1.210
Low (YTD): 11/18/2024 0.130
52W High: 4/30/2024 1.210
52W Low: 11/18/2024 0.130
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   1.378
Volatility 1M:   316.82%
Volatility 6M:   231.98%
Volatility 1Y:   186.27%
Volatility 3Y:   -