OverviewChartNewsTraderScreen

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

EUWAX
2024-06-28  8:54:24 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.540EUR +3.85% -
Bid Size: -		 -
Ask Size: -		 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: 21.69
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -0.70
Time value: 0.57
Break-even: 136.37
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.44
Theta: -0.02
Omega: 9.54
Rho: 0.27
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -22.86%
3 Months
  -41.30%
YTD
  -34.94%
1 Year
  -69.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.510
1M High / 1M Low: 1.050 0.510
6M High / 6M Low: 1.210 0.510
High (YTD): 2024-04-30 1.210
Low (YTD): 2024-06-26 0.510
52W High: 2023-06-30 1.790
52W Low: 2024-06-26 0.510
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   2.778
Avg. price 1Y:   0.964
Avg. volume 1Y:   2.745
Volatility 1M:   141.09%
Volatility 6M:   131.50%
Volatility 1Y:   113.31%
Volatility 3Y:   -