OverviewChartNewsTraderScreen

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

EUWAX
8/14/2024  9:51:58 AM Chg.- Bid9:25:03 AM Ask9:25:03 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.130
Bid Size: 10,000		 0.240
Ask Size: 10,000		 Yum Brands Inc 140.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.40
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.22
Time value: 0.23
Break-even: 129.62
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.42
Theta: -0.05
Omega: 23.05
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+21.43%
3 Months
  -61.36%
YTD
  -69.09%
1 Year
  -83.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.110
1M High / 1M Low: 0.250 0.054
6M High / 6M Low: 0.840 0.054
High (YTD): 4/30/2024 0.840
Low (YTD): 7/24/2024 0.054
52W High: 8/15/2023 1.030
52W Low: 7/24/2024 0.054
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   497.79%
Volatility 6M:   289.91%
Volatility 1Y:   226.69%
Volatility 3Y:   -