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

EUWAX
08/08/2024  10:37:49 Chg.-0.040 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.200EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 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: 48.02
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -0.33
Time value: 0.26
Break-even: 130.72
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.40
Theta: -0.05
Omega: 19.29
Rho: 0.06
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+81.82%
3 Months
  -50.00%
YTD
  -63.64%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.140
1M High / 1M Low: 0.250 0.054
6M High / 6M Low: 0.840 0.054
High (YTD): 30/04/2024 0.840
Low (YTD): 24/07/2024 0.054
52W High: 14/08/2023 1.130
52W Low: 24/07/2024 0.054
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   438.70%
Volatility 6M:   274.10%
Volatility 1Y:   215.20%
Volatility 3Y:   -