Soc. Generale Call 140 YUM 20.12.2024
/ DE000SV46DM5
Soc. Generale Call 140 YUM 20.12..../ DE000SV46DM5 /
2024-09-27 9:42:59 PM |
Chg.+0.090 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+20.45% |
0.560 Bid Size: 5,400 |
0.570 Ask Size: 5,400 |
Yum Brands Inc |
140.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV46DM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.14 |
Parity: |
-0.17 |
Time value: |
0.48 |
Break-even: |
130.06 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
0.50 |
Theta: |
-0.04 |
Omega: |
12.81 |
Rho: |
0.13 |
Quote data
Open: |
0.420 |
High: |
0.530 |
Low: |
0.420 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+231.25% |
1 Month |
|
|
+35.90% |
3 Months |
|
|
+10.42% |
YTD |
|
|
-32.05% |
1 Year |
|
|
-32.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.160 |
1M High / 1M Low: |
0.440 |
0.160 |
6M High / 6M Low: |
1.200 |
0.160 |
High (YTD): |
2024-04-29 |
1.200 |
Low (YTD): |
2024-09-20 |
0.160 |
52W High: |
2024-04-29 |
1.200 |
52W Low: |
2024-09-20 |
0.160 |
Avg. price 1W: |
|
0.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.614 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.693 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
365.90% |
Volatility 6M: |
|
210.47% |
Volatility 1Y: |
|
167.91% |
Volatility 3Y: |
|
- |