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

Frankfurt Zert./SG
2024-08-07  9:36:31 PM Chg.-0.090 Bid8:29:43 AM Ask8:29:43 AM Underlying Strike price Expiration date Option type
0.700EUR -11.39% 0.640
Bid Size: 5,000		 0.740
Ask Size: 5,000		 Yum Brands Inc 140.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.93
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -0.29
Time value: 0.74
Break-even: 135.54
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.51
Theta: -0.03
Omega: 8.70
Rho: 0.25
 

Quote data

Open: 0.710
High: 0.750
Low: 0.660
Previous Close: 0.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month  
+84.21%
3 Months
  -20.45%
YTD
  -16.67%
1 Year
  -51.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.620
1M High / 1M Low: 0.790 0.330
6M High / 6M Low: 1.260 0.330
High (YTD): 2024-04-29 1.260
Low (YTD): 2024-07-24 0.330
52W High: 2023-08-14 1.470
52W Low: 2024-07-24 0.330
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   0.861
Avg. volume 1Y:   0.000
Volatility 1M:   187.70%
Volatility 6M:   141.08%
Volatility 1Y:   121.67%
Volatility 3Y:   -