Soc. Generale Call 140 YUM 20.12.2024
/ DE000SV46DM5
Soc. Generale Call 140 YUM 20.12..../ DE000SV46DM5 /
| 2024-06-26 7:58:48 PM |
Chg.-0.030 |
Bid8:37:35 PM |
Ask8:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
0.460
Bid Size: 60,000 |
0.470
Ask Size: 60,000 |
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: |
24.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.72 |
| Time value: |
0.50 |
| Break-even: |
135.73 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
10.40 |
| Rho: |
0.23 |
Quote data
| Open: |
0.450 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.73% |
| 1 Month |
|
|
-42.31% |
| 3 Months |
|
|
-40.79% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
-70.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.480 |
| 1M High / 1M Low: |
1.020 |
0.480 |
| 6M High / 6M Low: |
1.200 |
0.480 |
| High (YTD): |
2024-04-29 |
1.200 |
| Low (YTD): |
2024-06-25 |
0.480 |
| 52W High: |
2023-06-30 |
1.730 |
| 52W Low: |
2024-06-25 |
0.480 |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.834 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.929 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
148.45% |
| Volatility 6M: |
|
132.47% |
| Volatility 1Y: |
|
114.94% |
| Volatility 3Y: |
|
- |
