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Soc. Generale Call 140 YUM 20.09..../  DE000SQ80FW8  /

EUWAX
16/07/2024  09:57:05 Chg.-0.051 Bid18:07:08 Ask18:07:08 Underlying Strike price Expiration date Option type
0.089EUR -36.43% 0.099
Bid Size: 80,000		 0.110
Ask Size: 80,000		 Yum Brands Inc 140.00 USD 20/09/2024 Call
 

Master data

WKN: SQ80FW
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 106.68
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -1.11
Time value: 0.11
Break-even: 129.56
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.19
Theta: -0.02
Omega: 20.57
Rho: 0.04
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.18%
1 Month
  -77.75%
3 Months
  -85.87%
YTD
  -83.82%
1 Year
  -92.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.088
1M High / 1M Low: 0.390 0.088
6M High / 6M Low: 0.840 0.088
High (YTD): 30/04/2024 0.840
Low (YTD): 10/07/2024 0.088
52W High: 24/07/2023 1.360
52W Low: 10/07/2024 0.088
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.588
Avg. volume 1Y:   0.000
Volatility 1M:   225.70%
Volatility 6M:   227.58%
Volatility 1Y:   177.00%
Volatility 3Y:   -