Soc. Generale Call 140 YUM 20.12.2024
/ DE000SV46DM5
Soc. Generale Call 140 YUM 20.12..../ DE000SV46DM5 /
| 6/28/2024 9:41:52 PM |
Chg.-0.010 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.480
Bid Size: 7,000 |
0.490
Ask Size: 7,000 |
Yum Brands Inc |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.70 |
| Time value: |
0.49 |
| Break-even: |
135.57 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
10.61 |
| Rho: |
0.22 |
Quote data
| Open: |
0.470 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.07% |
| 1 Month |
|
|
-31.88% |
| 3 Months |
|
|
-48.91% |
| YTD |
|
|
-39.74% |
| 1 Year |
|
|
-71.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.470 |
| 1M High / 1M Low: |
1.020 |
0.470 |
| 6M High / 6M Low: |
1.200 |
0.470 |
| High (YTD): |
4/29/2024 |
1.200 |
| Low (YTD): |
6/28/2024 |
0.470 |
| 52W High: |
6/30/2023 |
1.730 |
| 52W Low: |
6/28/2024 |
0.470 |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.917 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
139.59% |
| Volatility 6M: |
|
132.05% |
| Volatility 1Y: |
|
114.64% |
| Volatility 3Y: |
|
- |
